+319.1%
DELL vs TOST
-20.0%
+339.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -3.4% | +18.3% | +15.2% |
| 30D | +13.3% | -2.4% | +15.7% | +13.4% |
| 3M | +24.4% | +34.6% | -10.2% | +19.7% |
| 6M | +258.0% | +15.2% | +242.8% | +243.4% |
| YTD | +320.2% | -4.4% | +324.6% | +302.3% |
| 1Y | +319.1% | -17.4% | +336.5% | +290.6% |
| All | +319.1% | -20.0% | +339.1% | +290.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling