+657.3%
AVGO vs TOST
-46.9%
+704.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.5% | -8.2% | -5.4% |
| 7D | +18.2% | 0.0% | +18.1% | +18.1% |
| 30D | +0.2% | +16.2% | -16.0% | -3.1% |
| 3M | -16.8% | -1.5% | -15.3% | -17.0% |
| 6M | -16.5% | +55.3% | -71.8% | -24.6% |
| YTD | +0.8% | -2.3% | +3.2% | -0.9% |
| 1Y | +2.8% | -5.5% | +8.4% | +1.7% |
| 3Y | +278.5% | +151.1% | +127.4% | +203.8% |
| 5Y | +573.1% | -27.9% | +601.0% | +489.3% |
| All | +657.3% | -46.9% | +704.1% | +577.9% |
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 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