+30.3%
ON vs TOST
-46.9%
+77.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -11.7% | +9.4% | -21.1% | -14.2% |
| 30D | -23.3% | +13.5% | -36.8% | -26.5% |
| 3M | -19.2% | -0.1% | -19.0% | -19.9% |
| 6M | -40.1% | +22.5% | -62.6% | -45.8% |
| YTD | +16.9% | -2.4% | +19.3% | +12.7% |
| 1Y | +29.7% | -4.7% | +34.4% | +26.1% |
| 3Y | -4.4% | +103.2% | -107.6% | -32.6% |
| 5Y | +7.1% | -41.2% | +48.3% | -10.3% |
| All | +30.3% | -46.9% | +77.1% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling