+66.5%
AZN vs TOST
-40.0%
+106.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 3M | +17.3% | +0.8% | +16.5% | +17.2% |
| 6M | +3.6% | +38.8% | -35.2% | +1.3% |
| YTD | +4.1% | -2.1% | +6.2% | +3.8% |
| 1Y | +13.1% | -6.0% | +19.2% | +13.0% |
| 3Y | +55.8% | +149.8% | -94.0% | +43.4% |
| 5Y | +66.5% | -42.8% | +109.2% | +50.6% |
| All | +66.5% | -40.0% | +106.4% | +50.6% |
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