+98.3%
CSCO vs TOST
-46.1%
+144.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.6% |
| 7D | -11.9% | +11.6% | -23.5% | -12.8% |
| 30D | -18.8% | +16.2% | -35.1% | -20.0% |
| 3M | -21.2% | +1.0% | -22.3% | -21.4% |
| 6M | +1.9% | +23.2% | -21.3% | -0.8% |
| YTD | +26.1% | -1.0% | +27.1% | +25.0% |
| 1Y | +34.7% | -9.9% | +44.6% | +34.7% |
| 3Y | +94.0% | +101.0% | -7.0% | +77.8% |
| 5Y | +91.6% | -40.4% | +132.0% | +86.9% |
| All | +98.3% | -46.1% | +144.4% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling