+53.0%
ON vs TOST
-48.0%
+101.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.4% | -3.4% | +5.9% | +3.5% |
| 30D | -3.3% | -2.4% | -0.8% | -2.9% |
| 3M | -43.6% | +34.6% | -78.2% | -49.5% |
| 6M | +19.0% | +15.2% | +3.7% | +9.9% |
| YTD | +37.4% | -4.4% | +41.8% | +34.0% |
| 1Y | +54.8% | -17.4% | +72.2% | +58.4% |
| 3Y | -25.2% | +54.5% | -79.6% | -41.8% |
| All | +53.0% | -48.0% | +101.0% | +26.1% |
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