+139.8%
WMT vs TOST
-48.0%
+187.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 6M | -15.6% | +15.2% | -30.8% | -16.5% |
| YTD | -3.2% | -4.4% | +1.2% | -3.3% |
| 1Y | +7.0% | -17.4% | +24.5% | +7.9% |
| 3Y | +105.3% | +54.5% | +50.8% | +97.1% |
| All | +139.8% | -48.0% | +187.8% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling