+94.4%
INTC vs TOST
-48.0%
+142.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | -3.4% | +10.5% | +7.7% |
| 30D | -5.2% | -2.4% | -2.8% | -5.0% |
| 3M | -14.3% | +34.6% | -48.9% | -19.2% |
| 6M | +110.2% | +15.2% | +95.0% | +101.5% |
| YTD | +159.6% | -4.4% | +164.0% | +156.7% |
| 1Y | +289.3% | -17.4% | +306.7% | +295.8% |
| 3Y | +166.1% | +54.5% | +111.6% | +133.2% |
| All | +94.4% | -48.0% | +142.4% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling