+75.2%
AZN vs TOST
-47.1%
+122.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +1.6% | +3.0% | -1.4% | +1.4% |
| 30D | +17.3% | +10.3% | +7.1% | +16.6% |
| 3M | +15.3% | -3.3% | +18.6% | +15.5% |
| 6M | +2.1% | +37.8% | -35.7% | 0.0% |
| YTD | +2.6% | -2.8% | +5.4% | +2.4% |
| 1Y | +7.9% | -9.6% | +17.4% | +8.0% |
| 3Y | +55.8% | +144.6% | -88.8% | +44.0% |
| 5Y | +63.0% | -31.0% | +94.0% | +51.0% |
| All | +75.2% | -47.1% | +122.3% | +62.5% |
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