+33.4%
INTC vs TOST
-28.9%
+62.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.7% |
| 7D | +7.3% | -3.6% | +10.8% | +7.9% |
| 30D | -38.3% | +8.9% | -47.2% | -39.4% |
| 3M | -36.0% | -2.2% | -33.8% | -36.2% |
| 6M | -51.7% | +41.0% | -92.7% | -55.4% |
| YTD | +69.4% | -4.0% | +73.3% | +66.4% |
| 1Y | +65.0% | -9.6% | +74.6% | +64.2% |
| 3Y | +63.0% | +141.7% | -78.7% | +30.3% |
| 5Y | +33.4% | -29.5% | +62.8% | +23.0% |
| All | +33.4% | -28.9% | +62.3% | +23.0% |
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