-36.8%
INTU vs TOST
-46.9%
+10.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.3% |
| 7D | +0.1% | +9.4% | -9.3% | -2.7% |
| 30D | +15.4% | +13.5% | +1.9% | +11.0% |
| 3M | +6.6% | -0.1% | +6.7% | +6.6% |
| 6M | -11.3% | +22.5% | -33.8% | -17.0% |
| YTD | -47.7% | -2.4% | -45.4% | -47.8% |
| 1Y | -47.0% | -4.7% | -42.3% | -46.8% |
| 3Y | -29.9% | +103.2% | -133.2% | -46.8% |
| 5Y | -42.2% | -41.2% | -1.0% | -52.2% |
| All | -36.8% | -46.9% | +10.1% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling