+178.4%
WMT vs TOST
-27.7%
+206.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +10.3% | +16.2% | -5.9% | +9.3% |
| 3M | +11.0% | -1.5% | +12.5% | +11.0% |
| 6M | -2.3% | +55.3% | -57.6% | -4.9% |
| YTD | +15.7% | -2.3% | +18.0% | +15.5% |
| 1Y | +26.0% | -5.5% | +31.5% | +25.9% |
| 3Y | +136.5% | +151.1% | -14.6% | +120.5% |
| All | +178.4% | -27.7% | +206.2% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling