+111.5%
GOOG vs TOST
-48.6%
+160.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | +4.8% | -4.7% | +9.5% | +5.7% |
| 30D | -15.5% | +8.5% | -24.0% | -16.9% |
| 3M | -13.7% | -1.6% | -12.1% | -13.6% |
| 6M | -23.0% | +44.1% | -67.1% | -28.3% |
| YTD | -5.7% | -5.6% | -0.1% | -6.1% |
| 1Y | +3.0% | -12.6% | +15.6% | +4.0% |
| 3Y | +122.4% | +137.6% | -15.2% | +76.9% |
| 5Y | +99.2% | -30.4% | +129.6% | +71.4% |
| All | +111.5% | -48.6% | +160.2% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling