+25.4%
ANET vs TOST
-22.2%
+47.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | -1.3% | -5.9% | +4.6% | -0.9% |
| 30D | -4.5% | -8.4% | +4.0% | -4.0% |
| 3M | +24.5% | +31.4% | -6.9% | +21.2% |
| 6M | +35.4% | +10.5% | +24.8% | +33.2% |
| YTD | +44.2% | -10.1% | +54.3% | +38.1% |
| 1Y | +25.4% | -19.9% | +45.3% | +27.9% |
| All | +25.4% | -22.2% | +47.6% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling