+20.4%
SYK vs TOST
-46.9%
+67.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.4% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +9.9% | +16.2% | -6.2% | +7.6% |
| 3M | -8.9% | -1.5% | -7.4% | -8.8% |
| 6M | +3.1% | +55.3% | -52.2% | -3.3% |
| YTD | -11.1% | -2.3% | -8.8% | -11.7% |
| 1Y | -16.2% | -5.5% | -10.6% | -16.3% |
| 3Y | +13.2% | +151.1% | -138.0% | -4.3% |
| 5Y | +23.5% | -27.9% | +51.4% | +13.8% |
| All | +20.4% | -46.9% | +67.3% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling