+54.0%
AMZN vs TOST
-46.1%
+100.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +6.7% | +11.6% | -4.9% | +3.7% |
| 30D | +1.5% | +16.2% | -14.7% | -2.6% |
| 3M | -4.6% | +1.0% | -5.6% | -5.2% |
| 6M | -4.9% | +23.2% | -28.1% | -11.4% |
| YTD | +12.7% | -1.0% | +13.7% | +10.6% |
| 1Y | +4.0% | -9.9% | +13.9% | +4.6% |
| 3Y | +87.7% | +101.0% | -13.3% | +43.8% |
| 5Y | +47.9% | -40.4% | +88.3% | +16.0% |
| All | +54.0% | -46.1% | +100.1% | +21.4% |
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