+57.9%
AMZN vs TOST
-46.7%
+104.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.9% |
| 7D | +8.7% | +4.0% | +4.6% | +7.6% |
| 30D | +1.7% | +11.1% | -9.3% | -1.3% |
| 3M | -2.8% | +0.8% | -3.6% | -3.3% |
| 6M | -2.1% | +38.8% | -40.9% | -11.3% |
| YTD | +15.6% | -2.1% | +17.7% | +13.8% |
| 1Y | +9.2% | -6.0% | +15.2% | +8.5% |
| 3Y | +89.9% | +149.8% | -59.9% | +37.2% |
| 5Y | +49.3% | -42.8% | +92.0% | +17.5% |
| All | +57.9% | -46.7% | +104.7% | +24.9% |
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 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