+41.6%
TXN vs TOST
-20.0%
+61.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | -3.4% | +3.3% | -0.2% |
| 30D | -6.9% | -2.4% | -4.5% | -7.0% |
| 3M | -14.9% | +34.6% | -49.6% | -14.3% |
| 6M | +29.0% | +15.2% | +13.8% | +30.5% |
| YTD | +51.5% | -4.4% | +55.9% | +61.4% |
| 1Y | +41.6% | -17.4% | +59.0% | +54.3% |
| All | +41.6% | -20.0% | +61.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling