+55.8%
AZN vs TOST
+132.0%
-76.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +1.5% | +4.0% | -2.5% | +1.3% |
| 30D | +19.0% | +11.1% | +7.9% | +18.3% |
| 3M | +17.3% | +0.8% | +16.5% | +17.2% |
| 6M | +3.6% | +38.8% | -35.2% | +1.9% |
| YTD | +4.1% | -2.1% | +6.2% | +4.1% |
| 1Y | +13.1% | -6.0% | +19.2% | +13.4% |
| 3Y | +55.8% | +149.8% | -94.0% | +43.3% |
| All | +55.8% | +132.0% | -76.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling