+93.0%
CSCO vs TOST
+99.4%
-6.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.6% |
| 7D | -11.9% | +11.6% | -23.5% | -12.9% |
| 30D | -18.8% | +16.2% | -35.1% | -20.2% |
| 3M | -21.2% | +1.0% | -22.3% | -21.4% |
| 6M | +1.9% | +23.2% | -21.3% | -1.3% |
| YTD | +26.1% | -1.0% | +27.1% | +25.1% |
| 1Y | +34.7% | -9.9% | +44.6% | +35.3% |
| All | +93.0% | +99.4% | -6.4% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling