+29.8%
ORCL vs TOST
-41.7%
+71.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.8% |
| 7D | -17.5% | +11.6% | -29.1% | -19.3% |
| 30D | -20.2% | +16.2% | -36.4% | -22.5% |
| 3M | -19.9% | +1.0% | -21.0% | -20.4% |
| 6M | -37.4% | +23.2% | -60.6% | -40.3% |
| YTD | -40.1% | -1.0% | -39.1% | -40.9% |
| 1Y | -53.4% | -9.9% | -43.5% | -53.3% |
| 3Y | +10.4% | +101.0% | -90.6% | -3.2% |
| 5Y | +29.8% | -40.4% | +70.2% | +18.1% |
| All | +29.8% | -41.7% | +71.5% | +18.1% |
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 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