-9.4%
TSCO vs TOST
-48.0%
+38.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +0.8% | -3.4% | +4.2% | +1.3% |
| 30D | +5.5% | -2.4% | +7.9% | +5.7% |
| 3M | +20.0% | +34.6% | -14.7% | +14.6% |
| 6M | -29.8% | +15.2% | -45.0% | -31.6% |
| YTD | -28.7% | -4.4% | -24.3% | -29.0% |
| 1Y | -40.9% | -17.4% | -23.5% | -40.0% |
| 3Y | -15.9% | +54.5% | -70.4% | -24.8% |
| All | -9.4% | -48.0% | +38.6% | -21.1% |
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