-13.3%
IBM vs TOST
+2.2%
-15.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | -0.5% |
| 7D | +0.4% | +10.7% | -10.3% | -3.8% |
| 30D | +14.8% | +17.7% | -3.0% | +7.0% |
| 3M | +8.9% | +4.6% | +4.3% | +6.0% |
| 6M | +12.4% | +20.3% | -7.8% | +1.2% |
| YTD | -12.4% | -0.4% | -12.0% | -17.8% |
| 1Y | -13.3% | -0.8% | -12.5% | -18.7% |
| All | -13.3% | +2.2% | -15.5% | -18.7% |
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