-34.3%
INTU vs TOST
-46.1%
+11.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +7.1% | +11.6% | -4.5% | +3.5% |
| 30D | +23.0% | +16.2% | +6.8% | +17.4% |
| 3M | +8.7% | +1.0% | +7.7% | +8.3% |
| 6M | -10.1% | +23.2% | -33.3% | -16.0% |
| YTD | -45.7% | -1.0% | -44.7% | -46.0% |
| 1Y | -45.1% | -9.9% | -35.2% | -44.1% |
| 3Y | -26.9% | +101.0% | -127.9% | -44.3% |
| 5Y | -40.0% | -40.4% | +0.5% | -50.6% |
| All | -34.3% | -46.1% | +11.8% | -45.4% |
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