+126.2%
CSCO vs TOST
-48.0%
+174.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | -15.7% | +34.6% | -50.3% | -18.2% |
| 6M | +36.3% | +15.2% | +21.1% | +33.6% |
| YTD | +43.8% | -4.4% | +48.2% | +43.3% |
| 1Y | +63.9% | -17.4% | +81.4% | +65.4% |
| 3Y | +104.4% | +54.5% | +49.9% | +91.4% |
| All | +126.2% | -48.0% | +174.2% | +122.5% |
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 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