-27.2%
INTU vs TOST
+99.4%
-126.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +7.1% | +11.6% | -4.5% | +3.4% |
| 30D | +23.0% | +16.2% | +6.8% | +17.2% |
| 3M | +8.7% | +1.0% | +7.7% | +8.2% |
| 6M | -10.1% | +23.2% | -33.3% | -16.2% |
| YTD | -45.7% | -1.0% | -44.7% | -46.7% |
| 1Y | -45.1% | -9.9% | -35.2% | -45.2% |
| All | -27.2% | +99.4% | -126.6% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling