+6.6%
ON vs TOST
-41.7%
+48.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.4% |
| 7D | -16.3% | +11.6% | -27.9% | -19.2% |
| 30D | -27.0% | +16.2% | -43.2% | -30.6% |
| 3M | -18.1% | +1.0% | -19.1% | -19.1% |
| 6M | -38.6% | +23.2% | -61.8% | -44.5% |
| YTD | +16.4% | -1.0% | +17.3% | +11.7% |
| 1Y | +25.8% | -9.9% | +35.7% | +24.8% |
| 3Y | -7.7% | +101.0% | -108.7% | -34.9% |
| 5Y | +6.6% | -40.4% | +47.0% | -19.4% |
| All | +6.6% | -41.7% | +48.3% | -19.4% |
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