+196.6%
AMD vs TOST
-41.7%
+238.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.1% |
| 7D | -28.6% | +11.6% | -40.2% | -31.2% |
| 30D | -37.7% | +16.2% | -54.0% | -40.9% |
| 3M | -16.1% | +1.0% | -17.1% | -17.3% |
| 6M | +13.8% | +23.2% | -9.4% | +2.5% |
| YTD | +88.8% | -1.0% | +89.8% | +81.1% |
| 1Y | +57.8% | -9.9% | +67.7% | +56.7% |
| 3Y | +260.3% | +101.0% | +159.2% | +151.3% |
| 5Y | +196.6% | -40.4% | +237.0% | +165.6% |
| All | +196.6% | -41.7% | +238.3% | +165.6% |
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