+10.5%
SBUX vs TOST
-28.9%
+39.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.2% | -3.6% | +3.8% | +0.8% |
| 30D | +19.1% | +8.9% | +10.2% | +17.2% |
| 3M | +3.6% | -2.2% | +5.9% | +3.8% |
| 6M | +5.1% | +41.0% | -35.8% | -1.9% |
| YTD | +32.9% | -4.0% | +36.8% | +31.8% |
| 1Y | +30.4% | -9.6% | +40.0% | +30.8% |
| 3Y | +13.0% | +141.7% | -128.7% | -7.8% |
| 5Y | +10.5% | -29.5% | +40.0% | -6.7% |
| All | +10.5% | -28.9% | +39.4% | -6.7% |
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