+137.4%
WMT vs TOST
-49.0%
+186.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -5.0% | -3.5% | -1.5% | -4.8% |
| 3M | -11.3% | +38.1% | -49.4% | -12.9% |
| 6M | -13.8% | +9.9% | -23.7% | -14.4% |
| YTD | -4.2% | -6.3% | +2.0% | -4.1% |
| 1Y | +4.6% | -18.3% | +22.9% | +5.4% |
| 3Y | +100.5% | +59.7% | +40.7% | +92.1% |
| All | +137.4% | -49.0% | +186.3% | +121.8% |
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