+94.4%
CSCO vs TOST
-46.9%
+141.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -10.2% | +9.4% | -19.6% | -11.0% |
| 30D | -20.1% | +13.5% | -33.5% | -21.1% |
| 3M | -22.4% | -0.1% | -22.2% | -22.5% |
| 6M | +2.8% | +22.5% | -19.7% | +0.2% |
| YTD | +23.6% | -2.4% | +26.0% | +22.7% |
| 1Y | +34.0% | -4.7% | +38.7% | +33.3% |
| 3Y | +89.3% | +103.2% | -14.0% | +73.3% |
| 5Y | +87.9% | -41.2% | +129.1% | +83.5% |
| All | +94.4% | -46.9% | +141.3% | +90.6% |
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 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