-45.7%
TOST vs INFY
-41.9%
-3.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +2.1% |
| 7D | -3.4% | -2.9% | -0.5% | -1.6% |
| 30D | -2.4% | -6.2% | +3.8% | +1.4% |
| 3M | +34.6% | -4.9% | +39.5% | +37.1% |
| 6M | +15.2% | -16.6% | +31.8% | +27.5% |
| YTD | -4.4% | -32.9% | +28.5% | +22.4% |
| 1Y | -17.4% | -26.9% | +9.5% | -2.0% |
| 3Y | +54.5% | -26.6% | +81.0% | +71.9% |
| All | -45.7% | -41.9% | -3.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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