+133.0%
WMT vs TOST
+138.1%
-5.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -1.2% | -4.7% | +3.5% | -0.9% |
| 30D | +12.4% | +8.5% | +3.9% | +11.9% |
| 3M | +9.0% | -1.6% | +10.6% | +9.0% |
| 6M | -3.0% | +44.1% | -47.1% | -4.9% |
| YTD | +14.0% | -5.6% | +19.6% | +14.6% |
| 1Y | +23.0% | -12.6% | +35.6% | +24.5% |
| All | +133.0% | +138.1% | -5.1% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling