+140.2%
GOOG vs TOST
-49.0%
+189.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | -3.5% | -1.6% | -4.5% |
| 3M | -7.1% | +38.1% | -45.2% | -12.6% |
| 6M | +12.7% | +9.9% | +2.7% | +9.8% |
| YTD | +7.1% | -6.3% | +13.3% | +7.0% |
| 1Y | +43.6% | -18.3% | +61.9% | +46.6% |
| 3Y | +146.8% | +59.7% | +87.0% | +112.6% |
| All | +140.2% | -49.0% | +189.2% | +114.4% |
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