+112.8%
GOOGL vs TOST
-46.9%
+159.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.6% |
| 7D | +3.9% | 0.0% | +3.8% | +3.8% |
| 30D | -14.9% | +16.2% | -31.1% | -17.3% |
| 3M | -14.6% | -1.5% | -13.0% | -14.5% |
| 6M | -26.4% | +55.3% | -81.8% | -32.5% |
| YTD | -5.3% | -2.3% | -3.0% | -6.3% |
| 1Y | +6.5% | -5.5% | +12.0% | +5.9% |
| 3Y | +126.0% | +151.1% | -25.1% | +78.1% |
| 5Y | +100.8% | -27.9% | +128.8% | +71.5% |
| All | +112.8% | -46.9% | +159.7% | +87.8% |
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