+801.5%
ANET vs TOST
-46.9%
+848.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.4% |
| 7D | +15.5% | 0.0% | +15.5% | +15.4% |
| 30D | +1.0% | +16.2% | -15.2% | -3.2% |
| 3M | -3.1% | -1.5% | -1.6% | -3.4% |
| 6M | +40.2% | +55.3% | -15.1% | +23.3% |
| YTD | +50.6% | -2.3% | +52.9% | +47.3% |
| 1Y | +51.4% | -5.5% | +56.9% | +49.3% |
| 3Y | +275.3% | +151.1% | +124.2% | +177.7% |
| 5Y | +500.3% | -27.9% | +528.3% | +458.9% |
| All | +801.5% | -46.9% | +848.3% | +806.0% |
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