+92.9%
GOOGL vs TOST
-38.4%
+131.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +1.8% | +9.4% | -7.7% | 0.0% |
| 30D | -18.8% | +13.5% | -32.2% | -20.7% |
| 3M | -20.3% | -0.1% | -20.2% | -20.5% |
| 6M | -28.4% | +22.5% | -50.8% | -31.6% |
| YTD | -8.8% | -2.4% | -6.5% | -9.8% |
| 1Y | +0.3% | -4.7% | +5.0% | -0.4% |
| 3Y | +120.7% | +103.2% | +17.5% | +79.9% |
| All | +92.9% | -38.4% | +131.3% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling