+151.1%
AMAT vs TOST
-46.9%
+198.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | -14.7% | +9.4% | -24.1% | -16.5% |
| 30D | -36.1% | +13.5% | -49.6% | -38.1% |
| 3M | -36.9% | -0.1% | -36.7% | -37.3% |
| 6M | -22.2% | +22.5% | -44.7% | -27.7% |
| YTD | +29.9% | -2.4% | +32.3% | +26.6% |
| 1Y | +43.3% | -4.7% | +48.0% | +40.2% |
| 3Y | +142.7% | +103.2% | +39.4% | +86.3% |
| 5Y | +126.2% | -41.2% | +167.5% | +89.4% |
| All | +151.1% | -46.9% | +198.0% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling