+117.1%
AMAT vs TOST
-41.7%
+158.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.4% |
| 7D | -24.3% | +11.6% | -35.9% | -26.3% |
| 30D | -39.8% | +16.2% | -56.0% | -42.1% |
| 3M | -40.2% | +1.0% | -41.2% | -40.8% |
| 6M | -22.1% | +23.2% | -45.3% | -27.8% |
| YTD | +24.7% | -1.0% | +25.7% | +21.0% |
| 1Y | +33.3% | -9.9% | +43.2% | +32.5% |
| 3Y | +133.9% | +101.0% | +32.8% | +78.5% |
| 5Y | +117.1% | -40.4% | +157.5% | +74.1% |
| All | +117.1% | -41.7% | +158.8% | +74.1% |
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 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