+120.7%
GOOGL vs TOST
+96.7%
+24.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +1.8% | +9.4% | -7.7% | +0.5% |
| 30D | -18.8% | +13.5% | -32.2% | -20.2% |
| 3M | -20.3% | -0.1% | -20.2% | -20.5% |
| 6M | -28.4% | +22.5% | -50.8% | -30.6% |
| YTD | -8.8% | -2.4% | -6.5% | -9.3% |
| 1Y | +0.3% | -4.7% | +5.0% | 0.0% |
| 3Y | +120.7% | +103.2% | +17.5% | +106.5% |
| All | +120.7% | +96.7% | +24.1% | +106.5% |
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