+718.7%
DELL vs TOST
-47.7%
+766.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +12.0% |
| 7D | +0.4% | -3.6% | +3.9% | +1.0% |
| 30D | -35.1% | +8.9% | -44.0% | -36.4% |
| 3M | -15.1% | -2.2% | -12.9% | -15.3% |
| 6M | +51.7% | +41.0% | +10.8% | +41.2% |
| YTD | +200.0% | -4.0% | +204.0% | +196.0% |
| 1Y | +172.1% | -9.6% | +181.7% | +171.5% |
| 3Y | +431.2% | +141.7% | +289.5% | +349.6% |
| 5Y | +633.1% | -29.5% | +662.6% | +521.6% |
| All | +718.7% | -47.7% | +766.5% | +593.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling