+569.8%
DELL vs TOST
-27.7%
+597.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.6% | -7.8% |
| 7D | +4.9% | 0.0% | +4.8% | +4.8% |
| 30D | -32.1% | +16.2% | -48.3% | -34.4% |
| 3M | -30.2% | -1.5% | -28.7% | -30.4% |
| 6M | +41.7% | +55.3% | -13.6% | +28.6% |
| YTD | +176.6% | -2.3% | +178.9% | +171.6% |
| 1Y | +159.9% | -5.5% | +165.5% | +156.8% |
| 3Y | +388.0% | +151.1% | +236.9% | +301.4% |
| All | +569.8% | -27.7% | +597.6% | +505.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling