+178.8%
AMAT vs TOST
-45.8%
+224.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -4.5% |
| 7D | -11.2% | +10.7% | -21.9% | -13.4% |
| 30D | -31.9% | +17.7% | -49.6% | -34.6% |
| 3M | -32.3% | +4.6% | -37.0% | -33.6% |
| 6M | -5.4% | +20.3% | -25.7% | -11.6% |
| YTD | +44.3% | -0.4% | +44.6% | +39.9% |
| 1Y | +61.4% | -0.8% | +62.1% | +56.3% |
| 3Y | +170.6% | +102.2% | +68.4% | +108.2% |
| 5Y | +156.4% | -41.3% | +197.7% | +114.2% |
| All | +178.8% | -45.8% | +224.6% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling