+536.2%
AVGO vs TOST
-46.1%
+582.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.6% | -9.8% | -10.3% |
| 7D | -15.5% | +11.6% | -27.1% | -17.4% |
| 30D | -22.4% | +16.2% | -38.7% | -24.9% |
| 3M | -30.2% | +1.0% | -31.2% | -30.7% |
| 6M | -31.6% | +23.2% | -54.7% | -35.4% |
| YTD | -15.3% | -1.0% | -14.3% | -16.9% |
| 1Y | -18.2% | -9.9% | -8.3% | -18.2% |
| 3Y | +241.2% | +101.0% | +140.1% | +184.4% |
| 5Y | +469.8% | -40.4% | +510.2% | +406.7% |
| All | +536.2% | -46.1% | +582.3% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling