+131.6%
IBM vs TOST
-47.1%
+178.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -1.8% |
| 30D | +8.4% | +10.3% | -1.8% | +7.2% |
| 3M | +4.2% | -3.3% | +7.5% | +4.4% |
| 6M | +7.9% | +37.8% | -29.9% | +4.2% |
| YTD | -15.2% | -2.8% | -12.4% | -15.9% |
| 1Y | -18.7% | -9.6% | -9.1% | -19.0% |
| 3Y | +79.2% | +144.6% | -65.4% | +67.7% |
| 5Y | +144.7% | -31.0% | +175.7% | +134.7% |
| All | +131.6% | -47.1% | +178.7% | +125.4% |
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