+27.8%
INTC vs TOST
-27.7%
+55.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -39.2% | +16.2% | -55.4% | -41.0% |
| 3M | -42.9% | -1.5% | -41.4% | -43.2% |
| 6M | -50.4% | +55.3% | -105.7% | -55.0% |
| YTD | +61.7% | -2.3% | +64.0% | +58.4% |
| 1Y | +66.1% | -5.5% | +71.7% | +63.8% |
| 3Y | +58.1% | +151.1% | -93.0% | +25.6% |
| All | +27.8% | -27.7% | +55.6% | +17.4% |
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