+790.8%
ANET vs TOST
-49.0%
+839.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | +3.3% | -3.5% | +6.8% | +4.0% |
| 3M | +24.7% | +38.1% | -13.5% | +13.8% |
| 6M | +46.7% | +9.9% | +36.8% | +41.0% |
| YTD | +48.8% | -6.3% | +55.0% | +48.0% |
| 1Y | +39.2% | -18.3% | +57.6% | +42.5% |
| 3Y | +296.9% | +59.7% | +237.2% | +229.7% |
| All | +790.8% | -49.0% | +839.8% | +809.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling