+39.4%
CSCO vs TOST
-9.1%
+48.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -4.7% | +3.0% | -7.6% | -4.6% |
| 30D | -17.1% | +10.3% | -27.3% | -16.9% |
| 3M | -19.6% | -3.3% | -16.3% | -19.4% |
| 6M | +2.4% | +37.8% | -35.4% | +1.8% |
| YTD | +29.8% | -2.8% | +32.6% | +25.7% |
| All | +39.4% | -9.1% | +48.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling