+172.1%
DELL vs TOST
-10.2%
+182.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +11.8% |
| 7D | +0.4% | -3.6% | +3.9% | +0.5% |
| 30D | -35.1% | +8.9% | -44.0% | -35.6% |
| 3M | -15.1% | -2.2% | -12.9% | -14.8% |
| 6M | +51.7% | +41.0% | +10.8% | +44.2% |
| YTD | +200.0% | -4.0% | +204.0% | +190.9% |
| 1Y | +172.1% | -9.6% | +181.7% | +173.1% |
| All | +172.1% | -10.2% | +182.4% | +173.1% |
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