+104.1%
CSCO vs TOST
-47.1%
+151.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | +3.0% | -7.6% | -4.9% |
| 30D | -17.1% | +10.3% | -27.3% | -17.9% |
| 3M | -19.6% | -3.3% | -16.3% | -19.5% |
| 6M | +2.4% | +37.8% | -35.4% | -1.1% |
| YTD | +29.8% | -2.8% | +32.6% | +28.9% |
| 1Y | +38.7% | -9.6% | +48.3% | +38.7% |
| 3Y | +101.3% | +144.6% | -43.3% | +81.7% |
| 5Y | +94.8% | -31.0% | +125.8% | +88.7% |
| All | +104.1% | -47.1% | +151.2% | +100.2% |
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