+118.8%
GOOGL vs TOST
+143.6%
-24.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +2.6% | +3.0% | -0.3% | +2.2% |
| 30D | -18.3% | +10.3% | -28.5% | -19.4% |
| 3M | -19.6% | -3.3% | -16.3% | -19.3% |
| 6M | -28.2% | +37.8% | -66.0% | -31.4% |
| YTD | -8.0% | -2.8% | -5.2% | -8.4% |
| 1Y | -0.7% | -9.6% | +8.9% | -0.2% |
| 3Y | +118.8% | +144.6% | -25.8% | +105.7% |
| All | +118.8% | +143.6% | -24.8% | +105.7% |
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