+107.0%
WMT vs TOST
+55.9%
+51.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +3.9% | -3.4% | +7.3% | +4.1% |
| 30D | -4.4% | -2.4% | -2.0% | -4.3% |
| 3M | -8.8% | +34.6% | -43.4% | -10.2% |
| 6M | -15.6% | +15.2% | -30.8% | -16.4% |
| YTD | -3.2% | -4.4% | +1.2% | -2.8% |
| 1Y | +7.0% | -17.4% | +24.5% | +8.7% |
| All | +107.0% | +55.9% | +51.0% | +97.7% |
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