+41.5%
HPQ vs TOST
-48.0%
+89.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +6.9% | -3.4% | +10.4% | +7.6% |
| 30D | +14.4% | -2.4% | +16.9% | +14.9% |
| 3M | +25.6% | +34.6% | -9.0% | +19.2% |
| 6M | +75.0% | +15.2% | +59.8% | +69.4% |
| YTD | +50.7% | -4.4% | +55.1% | +50.1% |
| 1Y | +18.7% | -17.4% | +36.1% | +20.8% |
| 3Y | +21.5% | +54.5% | -32.9% | +9.6% |
| All | +41.5% | -48.0% | +89.4% | +29.1% |
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 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