+121.0%
IBM vs TOST
-48.0%
+169.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -3.4% | +3.1% | +0.1% |
| 30D | +0.3% | -2.4% | +2.7% | +0.5% |
| 3M | -21.6% | +34.6% | -56.2% | -24.1% |
| 6M | -4.7% | +15.2% | -19.9% | -6.5% |
| YTD | -19.1% | -4.4% | -14.7% | -19.5% |
| 1Y | -2.5% | -17.4% | +14.9% | -2.2% |
| 3Y | +74.2% | +54.5% | +19.7% | +66.6% |
| All | +121.0% | -48.0% | +169.0% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling