+181.2%
WMT vs TOST
-46.7%
+228.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | +4.0% | -5.6% | -1.8% |
| 30D | +12.9% | +11.1% | +1.8% | +12.2% |
| 3M | +12.6% | +0.8% | +11.8% | +12.5% |
| 6M | -3.4% | +38.8% | -42.2% | -5.3% |
| YTD | +13.5% | -2.1% | +15.6% | +13.3% |
| 1Y | +23.5% | -6.0% | +29.5% | +23.5% |
| 3Y | +137.3% | +149.8% | -12.4% | +122.2% |
| 5Y | +167.9% | -42.8% | +210.7% | +150.4% |
| All | +181.2% | -46.7% | +228.0% | +162.0% |
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