-31.0%
TOST vs TXT
+14.4%
-45.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.8% |
| 7D | +3.0% | -1.1% | +4.0% | +3.5% |
| 30D | +10.3% | +17.1% | -6.8% | -1.2% |
| 3M | -3.3% | -2.6% | -0.6% | -2.4% |
| 6M | +37.8% | -4.6% | +42.4% | +38.8% |
| YTD | -2.8% | -0.3% | -2.5% | -7.7% |
| 1Y | -9.6% | +5.9% | -15.5% | -18.3% |
| 3Y | +144.6% | +14.4% | +130.3% | +93.4% |
| 5Y | -31.0% | +15.9% | -46.8% | -46.5% |
| All | -31.0% | +14.4% | -45.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling