+135.7%
WMT vs TOST
+96.7%
+39.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +1.6% | +9.4% | -7.8% | +1.1% |
| 30D | +16.1% | +13.5% | +2.6% | +15.2% |
| 3M | +12.3% | -0.1% | +12.4% | +12.1% |
| 6M | -3.1% | +22.5% | -25.6% | -4.3% |
| YTD | +13.4% | -2.4% | +15.7% | +13.7% |
| 1Y | +24.5% | -4.7% | +29.2% | +25.1% |
| 3Y | +135.7% | +103.2% | +32.5% | +123.3% |
| All | +135.7% | +96.7% | +39.0% | +123.3% |
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