+18.7%
ON vs TOST
-40.0%
+58.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | -1.4% | +4.0% | -5.5% | -2.7% |
| 30D | -10.9% | +11.1% | -21.9% | -14.0% |
| 3M | -14.9% | +0.8% | -15.7% | -15.8% |
| 6M | -33.0% | +38.8% | -71.8% | -41.5% |
| YTD | +27.6% | -2.1% | +29.7% | +23.0% |
| 1Y | +44.5% | -6.0% | +50.5% | +41.2% |
| 3Y | +7.4% | +149.8% | -142.4% | -29.7% |
| 5Y | +18.7% | -42.8% | +61.5% | -6.4% |
| All | +18.7% | -40.0% | +58.7% | -6.4% |
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