-2.9%
TSCO vs TOST
-47.1%
+44.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +6.8% | +3.0% | +3.9% | +6.4% |
| 30D | +11.3% | +10.3% | +1.0% | +9.7% |
| 3M | +9.1% | -3.3% | +12.3% | +9.4% |
| 6M | +24.2% | +37.8% | -13.6% | +18.1% |
| YTD | -23.5% | -2.8% | -20.8% | -24.1% |
| 1Y | -30.8% | -9.6% | -21.2% | -30.6% |
| 3Y | +0.1% | +144.6% | -144.6% | -16.1% |
| 5Y | -5.3% | -31.0% | +25.6% | -17.8% |
| All | -2.9% | -47.1% | +44.2% | -15.7% |
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