-44.5%
TOST vs TXT
+22.6%
-67.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.1% |
| 7D | +9.4% | -2.5% | +12.0% | +11.2% |
| 30D | +13.5% | +14.4% | -0.9% | +3.1% |
| 3M | -0.1% | -4.9% | +4.8% | +2.3% |
| 6M | +22.5% | -10.2% | +32.7% | +28.6% |
| YTD | -2.4% | -4.1% | +1.7% | -5.0% |
| 1Y | -4.7% | +4.0% | -8.7% | -13.2% |
| 3Y | +103.2% | +8.0% | +95.3% | +68.3% |
| 5Y | -41.2% | +8.4% | -49.7% | -52.6% |
| All | -44.5% | +22.6% | -67.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling