-5.9%
TSCO vs TOST
-46.9%
+41.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +7.1% | +9.4% | -2.3% | +5.7% |
| 30D | +11.8% | +13.5% | -1.7% | +9.7% |
| 3M | +7.4% | -0.1% | +7.5% | +7.2% |
| 6M | +13.4% | +22.5% | -9.0% | +9.5% |
| YTD | -25.9% | -2.4% | -23.5% | -26.5% |
| 1Y | -29.9% | -4.7% | -25.2% | -30.3% |
| 3Y | -3.4% | +103.2% | -106.6% | -16.9% |
| 5Y | -9.4% | -41.2% | +31.8% | -20.9% |
| All | -5.9% | -46.9% | +41.0% | -18.4% |
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