-33.0%
TSCO vs TOST
-11.6%
-21.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.1% | -4.7% | +4.7% | +0.8% |
| 30D | +8.7% | +8.5% | +0.2% | +7.4% |
| 3M | +1.2% | -1.6% | +2.8% | +1.2% |
| 6M | +21.6% | +44.1% | -22.6% | +16.7% |
| YTD | -25.3% | -5.6% | -19.7% | -26.8% |
| 1Y | -33.0% | -12.6% | -20.4% | -33.2% |
| All | -33.0% | -11.6% | -21.3% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling