+29.8%
SYK vs TOST
-28.0%
+57.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +4.4% | +3.0% | +1.5% | +4.0% |
| 30D | +16.9% | +10.3% | +6.7% | +15.3% |
| 3M | -5.9% | -3.3% | -2.6% | -5.5% |
| 6M | +14.3% | +37.8% | -23.5% | +8.9% |
| YTD | -6.9% | -2.8% | -4.2% | -7.4% |
| 1Y | -7.6% | -9.6% | +1.9% | -7.3% |
| 3Y | +22.1% | +144.6% | -122.6% | +3.3% |
| All | +29.8% | -28.0% | +57.8% | +22.4% |
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