+368.3%
AMD vs TOST
-45.8%
+414.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.7% |
| 7D | -15.5% | +10.7% | -26.2% | -18.3% |
| 30D | -22.6% | +17.7% | -40.4% | -26.8% |
| 3M | -5.7% | +4.6% | -10.4% | -8.2% |
| 6M | +43.1% | +20.3% | +22.8% | +30.1% |
| YTD | +128.2% | -0.4% | +128.6% | +118.7% |
| 1Y | +95.5% | -0.8% | +96.2% | +87.3% |
| 3Y | +335.4% | +102.2% | +233.2% | +206.7% |
| 5Y | +255.5% | -41.3% | +296.8% | +206.0% |
| All | +368.3% | -45.8% | +414.1% | +301.9% |
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