+22.5%
WMT vs TOST
-10.2%
+32.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.7% | -3.6% | +0.9% | -2.8% |
| 30D | +11.1% | +8.9% | +2.3% | +11.5% |
| 3M | +11.2% | -2.2% | +13.5% | +10.8% |
| 6M | -1.3% | +41.0% | -42.2% | +1.7% |
| YTD | +13.5% | -4.0% | +17.5% | +15.2% |
| 1Y | +22.5% | -9.6% | +32.1% | +25.0% |
| All | +22.5% | -10.2% | +32.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling