+23.6%
WMT vs TOST
-7.4%
+31.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.6% |
| 30D | +12.8% | +10.3% | +2.5% | +13.2% |
| 3M | +11.7% | -3.3% | +15.0% | +11.1% |
| 6M | -3.5% | +37.8% | -41.3% | -0.8% |
| YTD | +13.4% | -2.8% | +16.2% | +15.2% |
| 1Y | +23.6% | -9.6% | +33.2% | +27.0% |
| All | +23.6% | -7.4% | +31.0% | +27.0% |
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