+243.2%
AMAT vs TOST
-48.0%
+291.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -14.8% | -2.4% | -12.4% | -14.5% |
| 3M | -9.3% | +34.6% | -43.9% | -16.3% |
| 6M | +27.4% | +15.2% | +12.2% | +20.4% |
| YTD | +77.6% | -4.4% | +82.0% | +74.8% |
| 1Y | +188.9% | -17.4% | +206.4% | +194.3% |
| 3Y | +202.3% | +54.5% | +147.8% | +149.9% |
| All | +243.2% | -48.0% | +291.1% | +193.5% |
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 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