+52.0%
TXN vs TOST
-48.0%
+100.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.5% |
| 30D | -6.9% | -2.4% | -4.5% | -6.7% |
| 3M | -14.9% | +34.6% | -49.6% | -19.5% |
| 6M | +29.0% | +15.2% | +13.8% | +24.3% |
| YTD | +51.5% | -4.4% | +55.9% | +50.4% |
| 1Y | +41.6% | -17.4% | +59.0% | +44.1% |
| 3Y | +65.8% | +54.5% | +11.4% | +46.9% |
| All | +52.0% | -48.0% | +100.0% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling