+143.6%
GOOGL vs TOST
-48.0%
+191.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | -3.4% | +1.1% | -1.7% |
| 30D | -6.6% | -2.4% | -4.1% | -6.2% |
| 3M | -8.9% | +34.6% | -43.6% | -13.9% |
| 6M | +11.9% | +15.2% | -3.3% | +8.1% |
| YTD | +8.3% | -4.4% | +12.7% | +7.9% |
| 1Y | +46.2% | -17.4% | +63.6% | +49.0% |
| 3Y | +151.9% | +54.5% | +97.4% | +118.7% |
| All | +143.6% | -48.0% | +191.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling