+106.4%
CSCO vs TOST
+55.9%
+50.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | -10.1% | -2.4% | -7.7% | -9.9% |
| 3M | -15.7% | +34.6% | -50.3% | -18.8% |
| 6M | +36.3% | +15.2% | +21.1% | +33.0% |
| YTD | +43.8% | -4.4% | +48.2% | +43.4% |
| 1Y | +63.9% | -17.4% | +81.4% | +66.4% |
| All | +106.4% | +55.9% | +50.5% | +89.8% |
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