+52.6%
AZN vs TOST
-48.0%
+100.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | 0.0% | -3.4% | +3.4% | +0.2% |
| 30D | +0.7% | -2.4% | +3.2% | +0.9% |
| 3M | -10.5% | +34.6% | -45.1% | -12.1% |
| 6M | -19.3% | +15.2% | -34.5% | -20.2% |
| YTD | -10.6% | -4.4% | -6.2% | -10.6% |
| 1Y | +0.5% | -17.4% | +17.9% | +1.2% |
| 3Y | +25.9% | +54.5% | -28.6% | +19.7% |
| All | +52.6% | -48.0% | +100.6% | +41.8% |
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