+142.1%
IBM vs TOST
-41.7%
+183.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -4.3% | +11.6% | -15.9% | -5.5% |
| 30D | +11.7% | +16.2% | -4.6% | +9.7% |
| 3M | +5.5% | +1.0% | +4.5% | +5.2% |
| 6M | +9.5% | +23.2% | -13.7% | +6.5% |
| YTD | -14.9% | -1.0% | -13.9% | -15.7% |
| 1Y | -17.4% | -9.9% | -7.5% | -17.7% |
| 3Y | +83.3% | +101.0% | -17.8% | +72.6% |
| 5Y | +142.1% | -40.4% | +182.5% | +133.1% |
| All | +142.1% | -41.7% | +183.8% | +133.1% |
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 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