+43.3%
AMAT vs TOST
-11.1%
+54.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.0% |
| 7D | -14.7% | +9.4% | -24.1% | -13.2% |
| 30D | -36.1% | +13.5% | -49.6% | -34.5% |
| 3M | -36.9% | -0.1% | -36.7% | -36.4% |
| 6M | -22.2% | +22.5% | -44.7% | -19.6% |
| YTD | +29.9% | -2.4% | +32.3% | +32.2% |
| 1Y | +43.3% | -4.7% | +48.0% | +46.5% |
| All | +43.3% | -11.1% | +54.3% | +46.5% |
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 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