+51.2%
INTC vs TOST
-7.4%
+58.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.3% |
| 7D | -4.0% | +3.0% | -6.9% | -3.2% |
| 30D | -44.5% | +10.3% | -54.7% | -42.9% |
| 3M | -40.4% | -3.3% | -37.1% | -39.9% |
| 6M | -53.5% | +37.8% | -91.3% | -50.1% |
| YTD | +57.5% | -2.8% | +60.3% | +63.6% |
| 1Y | +51.2% | -9.6% | +60.8% | +64.2% |
| All | +51.2% | -7.4% | +58.6% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling