+92.1%
ORCL vs TOST
-48.0%
+140.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | -3.4% | +8.7% | +5.9% |
| 30D | +10.0% | -2.4% | +12.4% | +10.4% |
| 3M | -32.6% | +34.6% | -67.2% | -36.3% |
| 6M | +4.9% | +15.2% | -10.3% | +1.7% |
| YTD | -17.8% | -4.4% | -13.4% | -18.0% |
| 1Y | -28.0% | -17.4% | -10.6% | -26.9% |
| 3Y | +36.0% | +54.5% | -18.4% | +24.5% |
| All | +92.1% | -48.0% | +140.0% | +74.3% |
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