+86.8%
WFC vs TOST
-38.4%
+125.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 6M | +6.2% | +22.5% | -16.3% | +2.3% |
| YTD | -7.9% | -2.4% | -5.5% | -8.7% |
| 1Y | +0.3% | -4.7% | +5.0% | -0.4% |
| 3Y | +117.7% | +103.2% | +14.5% | +91.7% |
| All | +86.8% | -38.4% | +125.2% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling