+181.0%
WMT vs TOST
-47.1%
+228.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | +12.8% | +10.3% | +2.5% | +12.1% |
| 3M | +11.7% | -3.3% | +15.0% | +11.8% |
| 6M | -3.5% | +37.8% | -41.3% | -5.3% |
| YTD | +13.4% | -2.8% | +16.2% | +13.2% |
| 1Y | +23.6% | -9.6% | +33.2% | +23.9% |
| 3Y | +133.9% | +144.6% | -10.8% | +119.3% |
| 5Y | +170.1% | -31.0% | +201.1% | +151.8% |
| All | +181.0% | -47.1% | +228.1% | +161.9% |
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