+18.0%
INTC vs TOST
-47.1%
+65.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -4.0% | +3.0% | -6.9% | -4.5% |
| 30D | -44.5% | +10.3% | -54.7% | -45.6% |
| 3M | -40.4% | -3.3% | -37.1% | -40.4% |
| 6M | -53.5% | +37.8% | -91.3% | -56.7% |
| YTD | +57.5% | -2.8% | +60.3% | +54.6% |
| 1Y | +51.2% | -9.6% | +60.8% | +50.5% |
| 3Y | +51.6% | +144.6% | -93.1% | +22.2% |
| 5Y | +23.5% | -31.0% | +54.4% | +9.0% |
| All | +18.0% | -47.1% | +65.1% | +4.8% |
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