+337.4%
AMD vs TOST
+100.6%
+236.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.1% |
| 7D | -15.5% | +10.7% | -26.2% | -17.3% |
| 30D | -22.6% | +17.7% | -40.4% | -25.4% |
| 3M | -5.7% | +4.6% | -10.4% | -7.3% |
| 6M | +43.1% | +20.3% | +22.8% | +34.0% |
| YTD | +128.2% | -0.4% | +128.6% | +124.1% |
| 1Y | +95.5% | -0.8% | +96.2% | +92.2% |
| All | +337.4% | +100.6% | +236.8% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling