+30.6%
ORCL vs TOST
-38.4%
+69.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -11.2% | +9.4% | -20.6% | -12.8% |
| 30D | -18.8% | +13.5% | -32.3% | -20.8% |
| 3M | -18.8% | -0.1% | -18.6% | -19.0% |
| 6M | -39.7% | +22.5% | -62.2% | -42.4% |
| YTD | -39.6% | -2.4% | -37.3% | -40.3% |
| 1Y | -51.7% | -4.7% | -47.0% | -52.1% |
| 3Y | +10.2% | +103.2% | -93.0% | -3.4% |
| All | +30.6% | -38.4% | +69.0% | +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