+4.7%
SYK vs TOST
-51.1%
+55.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -12.3% | -5.9% | -6.5% | -11.6% |
| 30D | -22.4% | -8.4% | -14.0% | -21.5% |
| 3M | -12.3% | +31.4% | -43.8% | -15.6% |
| 6M | -24.3% | +10.5% | -34.8% | -25.7% |
| YTD | -22.8% | -10.1% | -12.7% | -22.3% |
| 1Y | -28.8% | -19.9% | -8.8% | -27.4% |
| 3Y | -4.0% | +53.3% | -57.2% | -13.0% |
| All | +4.7% | -51.1% | +55.8% | +0.8% |
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