+9.0%
SBUX vs TOST
-46.7%
+55.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +4.8% | +4.0% | +0.8% | +4.1% |
| 30D | +20.6% | +11.1% | +9.5% | +18.3% |
| 3M | +4.3% | +0.8% | +3.4% | +3.9% |
| 6M | +5.5% | +38.8% | -33.3% | -1.0% |
| YTD | +32.3% | -2.1% | +34.4% | +30.8% |
| 1Y | +31.2% | -6.0% | +37.2% | +30.6% |
| 3Y | +14.8% | +149.8% | -135.0% | -5.8% |
| 5Y | +8.0% | -42.8% | +50.7% | -7.9% |
| All | +9.0% | -46.7% | +55.7% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling