+53.2%
ON vs TOST
-10.6%
+63.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | -0.1% |
| 7D | +17.0% | -4.7% | +21.7% | +16.2% |
| 30D | -3.9% | +8.5% | -12.4% | -2.6% |
| 3M | -11.5% | -1.6% | -9.9% | -11.7% |
| 6M | -29.2% | +44.1% | -73.3% | -26.9% |
| YTD | +36.2% | -5.6% | +41.8% | +49.1% |
| All | +53.2% | -10.6% | +63.8% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling