+6.8%
SYK vs TOST
-50.3%
+57.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -11.8% | -4.7% | -7.1% | -11.2% |
| 30D | -20.4% | -9.1% | -11.3% | -19.3% |
| 3M | -12.1% | +29.8% | -41.9% | -15.2% |
| 6M | -24.3% | +10.0% | -34.4% | -25.7% |
| YTD | -21.2% | -8.6% | -12.6% | -20.9% |
| 1Y | -29.2% | -20.7% | -8.5% | -27.7% |
| 3Y | -2.1% | +55.7% | -57.8% | -11.4% |
| All | +6.8% | -50.3% | +57.1% | +2.6% |
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