-43.2%
INTU vs TOST
-27.7%
-15.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.7% |
| 7D | +0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +10.1% | +16.2% | -6.1% | +4.9% |
| 3M | -4.2% | -1.5% | -2.7% | -3.8% |
| 6M | -7.2% | +55.3% | -62.5% | -19.4% |
| YTD | -47.7% | -2.3% | -45.4% | -47.8% |
| 1Y | -46.7% | -5.5% | -41.2% | -46.3% |
| 3Y | -34.1% | +151.1% | -185.2% | -53.9% |
| All | -43.2% | -27.7% | -15.5% | -50.5% |
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