+102.6%
WFC vs TOST
-46.9%
+149.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +1.2% | +9.4% | -8.2% | -0.1% |
| 30D | +5.2% | +13.5% | -8.3% | +3.2% |
| 3M | -3.0% | -0.1% | -2.9% | -3.2% |
| 6M | +6.2% | +22.5% | -16.3% | +2.4% |
| YTD | -7.9% | -2.4% | -5.5% | -8.7% |
| 1Y | +0.3% | -4.7% | +5.0% | -0.3% |
| 3Y | +117.7% | +103.2% | +14.5% | +93.1% |
| 5Y | +88.4% | -41.2% | +129.6% | +63.1% |
| All | +102.6% | -46.9% | +149.5% | +75.6% |
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