+84.6%
TXN vs TOST
-27.7%
+112.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.4% |
| 7D | +9.5% | 0.0% | +9.4% | +9.4% |
| 30D | +8.7% | +16.2% | -7.5% | +5.8% |
| 3M | +11.6% | -1.5% | +13.1% | +11.4% |
| 6M | +0.1% | +55.3% | -55.2% | -8.4% |
| YTD | +78.8% | -2.3% | +81.1% | +76.4% |
| 1Y | +91.2% | -5.5% | +96.7% | +89.8% |
| 3Y | +125.8% | +151.1% | -25.3% | +83.1% |
| All | +84.6% | -27.7% | +112.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling