+195.2%
AMD vs TOST
-20.0%
+215.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | -3.4% | +6.0% | +2.5% |
| 30D | -0.9% | -2.4% | +1.5% | -0.9% |
| 3M | -8.7% | +34.6% | -43.3% | -9.6% |
| 6M | +136.3% | +15.2% | +121.1% | +134.9% |
| YTD | +123.0% | -4.4% | +127.4% | +128.6% |
| 1Y | +195.2% | -17.4% | +212.6% | +199.7% |
| All | +195.2% | -20.0% | +215.2% | +199.7% |
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