+103.3%
GOOGL vs TOST
-46.1%
+149.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | +11.6% | -12.1% | -2.5% |
| 30D | -18.7% | +16.2% | -35.0% | -21.0% |
| 3M | -22.0% | +1.0% | -23.0% | -22.3% |
| 6M | -27.2% | +23.2% | -50.4% | -30.5% |
| YTD | -9.5% | -1.0% | -8.6% | -10.7% |
| 1Y | -0.4% | -9.9% | +9.5% | 0.0% |
| 3Y | +121.0% | +101.0% | +19.9% | +81.8% |
| 5Y | +91.6% | -40.4% | +132.0% | +66.1% |
| All | +103.3% | -46.1% | +149.5% | +79.1% |
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