+147.6%
GOOG vs TOST
+55.9%
+91.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.6% |
| 30D | -6.8% | -2.4% | -4.4% | -6.5% |
| 3M | -9.1% | +34.6% | -43.7% | -13.0% |
| 6M | +10.7% | +15.2% | -4.5% | +7.8% |
| YTD | +7.1% | -4.4% | +11.5% | +6.9% |
| 1Y | +44.6% | -17.4% | +62.0% | +47.3% |
| All | +147.6% | +55.9% | +91.6% | +134.6% |
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