+50.2%
ORCL vs TOST
-45.8%
+96.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.9% |
| 7D | -14.4% | +10.7% | -25.1% | -16.1% |
| 30D | -12.8% | +17.7% | -30.6% | -15.5% |
| 3M | -14.8% | +4.6% | -19.4% | -15.7% |
| 6M | -30.9% | +20.3% | -51.1% | -33.7% |
| YTD | -35.7% | -0.4% | -35.3% | -36.5% |
| 1Y | -49.5% | -0.8% | -48.7% | -50.2% |
| 3Y | +18.6% | +102.2% | -83.6% | +4.6% |
| 5Y | +38.4% | -41.3% | +79.7% | +23.2% |
| All | +50.2% | -45.8% | +96.0% | +35.0% |
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