+3.0%
SBUX vs TOST
-38.4%
+41.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +1.7% | +9.4% | -7.8% | 0.0% |
| 30D | +12.6% | +13.5% | -0.8% | +10.0% |
| 3M | +0.8% | -0.1% | +1.0% | +0.6% |
| 6M | +0.2% | +22.5% | -22.3% | -4.3% |
| YTD | +27.4% | -2.4% | +29.8% | +26.1% |
| 1Y | +31.5% | -4.7% | +36.2% | +30.5% |
| 3Y | +9.3% | +103.2% | -94.0% | -7.9% |
| All | +3.0% | -38.4% | +41.5% | -13.2% |
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