+1,046.8%
DELL vs TOST
-48.0%
+1,094.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -3.4% | +18.3% | +15.7% |
| 30D | +13.3% | -2.4% | +15.7% | +13.7% |
| 3M | +24.4% | +34.6% | -10.2% | +17.0% |
| 6M | +258.0% | +15.2% | +242.8% | +244.1% |
| YTD | +320.2% | -4.4% | +324.6% | +316.9% |
| 1Y | +319.1% | -17.4% | +336.5% | +325.5% |
| 3Y | +706.5% | +54.5% | +652.1% | +626.5% |
| All | +1,046.8% | -48.0% | +1,094.7% | +877.3% |
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