+88.8%
CSCO vs TOST
-38.4%
+127.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.0% |
| 3M | -22.1% | -0.1% | -21.9% | -22.2% |
| 6M | +3.2% | +22.5% | -19.3% | +0.6% |
| YTD | +24.1% | -2.4% | +26.5% | +23.2% |
| 1Y | +34.6% | -4.7% | +39.3% | +33.8% |
| 3Y | +90.0% | +103.2% | -13.2% | +74.1% |
| All | +88.8% | -38.4% | +127.2% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling