-38.7%
INTU vs TOST
-48.0%
+9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -7.1% | -3.4% | -3.7% | -6.1% |
| 30D | +1.5% | -2.4% | +3.9% | +2.2% |
| 3M | +10.7% | +34.6% | -24.0% | +0.9% |
| 6M | -23.8% | +15.2% | -39.0% | -27.3% |
| YTD | -49.3% | -4.4% | -44.9% | -49.0% |
| 1Y | -49.7% | -17.4% | -32.2% | -47.6% |
| 3Y | -38.0% | +54.5% | -92.5% | -49.0% |
| All | -38.7% | -48.0% | +9.3% | -48.5% |
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 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