+53.2%
PANW vs TOST
-10.2%
+63.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | -3.9% | -3.6% | -0.3% | -3.0% |
| 30D | -17.2% | +8.9% | -26.1% | -19.2% |
| 3M | -12.9% | -2.2% | -10.6% | -12.9% |
| 6M | +56.5% | +41.0% | +15.6% | +39.6% |
| YTD | +81.6% | -4.0% | +85.6% | +77.0% |
| 1Y | +53.2% | -9.6% | +62.8% | +51.3% |
| All | +53.2% | -10.2% | +63.5% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling