+51.4%
ANET vs TOST
-7.5%
+58.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -4.6% |
| 7D | +15.5% | 0.0% | +15.5% | +15.5% |
| 30D | +1.0% | +16.2% | -15.2% | +0.1% |
| 3M | -3.1% | -1.5% | -1.6% | -2.6% |
| 6M | +40.2% | +55.3% | -15.1% | +32.2% |
| YTD | +50.6% | -2.3% | +52.9% | +41.9% |
| 1Y | +51.4% | -5.5% | +56.9% | +43.8% |
| All | +51.4% | -7.5% | +58.9% | +43.8% |
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