+474.0%
AVGO vs TOST
-38.4%
+512.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -9.9% | +9.4% | -19.4% | -11.7% |
| 30D | -22.0% | +13.5% | -35.5% | -24.2% |
| 3M | -30.0% | -0.1% | -29.9% | -30.4% |
| 6M | -30.7% | +22.5% | -53.2% | -34.7% |
| YTD | -14.7% | -2.4% | -12.3% | -16.1% |
| 1Y | -16.8% | -4.7% | -12.1% | -17.8% |
| 3Y | +244.4% | +103.2% | +141.2% | +185.1% |
| All | +474.0% | -38.4% | +512.4% | +417.6% |
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