+143.3%
IBM vs TOST
-40.0%
+183.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.5% | +4.0% | -6.6% | -3.0% |
| 30D | +8.4% | +11.1% | -2.7% | +7.0% |
| 3M | +4.5% | +0.8% | +3.6% | +4.2% |
| 6M | +7.9% | +38.8% | -30.9% | +3.9% |
| YTD | -15.2% | -2.1% | -13.1% | -16.0% |
| 1Y | -17.6% | -6.0% | -11.6% | -18.1% |
| 3Y | +82.1% | +149.8% | -67.7% | +69.8% |
| 5Y | +143.3% | -42.8% | +186.1% | +139.5% |
| All | +143.3% | -40.0% | +183.3% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling