+14.2%
INTC vs TOST
-46.9%
+61.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +7.9% |
| 7D | -14.4% | +9.4% | -23.9% | -15.8% |
| 30D | -50.2% | +13.5% | -63.7% | -51.5% |
| 3M | -43.6% | -0.1% | -43.5% | -44.0% |
| 6M | -50.2% | +22.5% | -72.7% | -52.9% |
| YTD | +52.5% | -2.4% | +54.9% | +49.5% |
| 1Y | +51.1% | -4.7% | +55.8% | +48.9% |
| 3Y | +50.3% | +103.2% | -52.9% | +25.0% |
| 5Y | +19.2% | -41.2% | +60.4% | +6.4% |
| All | +14.2% | -46.9% | +61.1% | +1.4% |
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 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