+619.8%
DELL vs TOST
-46.9%
+666.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.9% |
| 7D | -22.6% | +9.4% | -32.0% | -24.0% |
| 30D | -43.2% | +13.5% | -56.7% | -44.7% |
| 3M | -24.8% | -0.1% | -24.7% | -25.2% |
| 6M | +38.0% | +22.5% | +15.5% | +30.9% |
| YTD | +163.7% | -2.4% | +166.1% | +159.5% |
| 1Y | +122.5% | -4.7% | +127.2% | +119.8% |
| 3Y | +377.0% | +103.2% | +273.7% | +312.2% |
| 5Y | +542.6% | -41.2% | +583.8% | +436.6% |
| All | +619.8% | -46.9% | +666.7% | +508.3% |
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