+60.3%
AMZN vs TOST
-47.1%
+107.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +8.0% | +3.0% | +5.1% | +7.2% |
| 30D | +3.2% | +10.3% | -7.0% | +0.4% |
| 3M | -2.6% | -3.3% | +0.7% | -2.1% |
| 6M | -0.7% | +37.8% | -38.5% | -9.9% |
| YTD | +17.4% | -2.8% | +20.1% | +15.7% |
| 1Y | +9.0% | -9.6% | +18.6% | +9.5% |
| 3Y | +88.7% | +144.6% | -56.0% | +37.1% |
| 5Y | +55.6% | -31.0% | +86.6% | +21.4% |
| All | +60.3% | -47.1% | +107.4% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling