+20.5%
INTC vs TOST
-46.7%
+67.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | -1.0% | +4.0% | -5.0% | -1.7% |
| 30D | -43.3% | +11.1% | -54.3% | -44.5% |
| 3M | -41.6% | +0.8% | -42.4% | -42.1% |
| 6M | -52.5% | +38.8% | -91.3% | -55.8% |
| YTD | +60.9% | -2.1% | +63.0% | +57.7% |
| 1Y | +55.7% | -6.0% | +61.7% | +53.8% |
| 3Y | +59.2% | +149.8% | -90.6% | +27.8% |
| 5Y | +25.0% | -42.8% | +67.8% | +11.9% |
| All | +20.5% | -46.7% | +67.2% | +6.9% |
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