+140.2%
GOOG vs TOST
-48.0%
+188.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.5% |
| 30D | -6.8% | -2.4% | -4.4% | -6.5% |
| 3M | -9.1% | +34.6% | -43.7% | -14.0% |
| 6M | +10.7% | +15.2% | -4.5% | +7.0% |
| YTD | +7.1% | -4.4% | +11.5% | +6.6% |
| 1Y | +44.6% | -17.4% | +62.0% | +47.4% |
| 3Y | +147.4% | +54.5% | +93.0% | +114.7% |
| All | +140.2% | -48.0% | +188.1% | +113.6% |
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 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