+130.5%
IBM vs TOST
-46.9%
+177.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -5.0% | +9.4% | -14.4% | -5.9% |
| 30D | +11.1% | +13.5% | -2.4% | +9.5% |
| 3M | +5.7% | -0.1% | +5.9% | +5.5% |
| 6M | +10.1% | +22.5% | -12.4% | +7.3% |
| YTD | -15.6% | -2.4% | -13.2% | -16.3% |
| 1Y | -19.5% | -4.7% | -14.8% | -20.1% |
| 3Y | +80.4% | +103.2% | -22.8% | +70.1% |
| 5Y | +140.0% | -41.2% | +181.2% | +130.9% |
| All | +130.5% | -46.9% | +177.4% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling