+33.3%
AMAT vs TOST
-6.2%
+39.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.7% |
| 7D | -24.3% | +11.6% | -35.9% | -22.8% |
| 30D | -39.8% | +16.2% | -56.0% | -38.2% |
| 3M | -40.2% | +1.0% | -41.2% | -39.6% |
| 6M | -22.1% | +23.2% | -45.3% | -19.6% |
| YTD | +24.7% | -1.0% | +25.7% | +28.4% |
| 1Y | +33.3% | -9.9% | +43.2% | +41.1% |
| All | +33.3% | -6.2% | +39.4% | +41.1% |
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