+812.0%
ANET vs TOST
-50.8%
+862.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +3.0% | -5.4% | +8.4% | +4.4% |
| 30D | -5.2% | -5.7% | +0.5% | -3.9% |
| 3M | +27.6% | +30.1% | -2.5% | +18.4% |
| 6M | +44.4% | +11.9% | +32.5% | +38.2% |
| YTD | +52.3% | -9.5% | +61.9% | +52.9% |
| 1Y | +30.4% | -21.3% | +51.7% | +34.8% |
| 3Y | +313.3% | +50.7% | +262.6% | +248.5% |
| All | +812.0% | -50.8% | +862.8% | +840.0% |
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