+111.2%
GOOGL vs TOST
-47.7%
+158.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +1.6% | -3.6% | +5.2% | +2.2% |
| 30D | -16.8% | +8.9% | -25.7% | -18.2% |
| 3M | -14.6% | -2.2% | -12.4% | -14.4% |
| 6M | -24.4% | +41.0% | -65.4% | -29.4% |
| YTD | -6.1% | -4.0% | -2.1% | -6.7% |
| 1Y | +1.0% | -9.6% | +10.6% | +1.3% |
| 3Y | +123.4% | +141.7% | -18.2% | +77.4% |
| 5Y | +103.2% | -29.5% | +132.7% | +74.2% |
| All | +111.2% | -47.7% | +158.9% | +87.0% |
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