+108.2%
ORLY vs TOST
-50.3%
+158.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -1.0% | -4.7% | +3.6% | -0.7% |
| 30D | -6.7% | -9.1% | +2.4% | -6.2% |
| 3M | -3.8% | +29.8% | -33.6% | -5.3% |
| 6M | -9.0% | +10.0% | -19.1% | -9.8% |
| YTD | -5.6% | -8.6% | +3.0% | -5.5% |
| 1Y | -19.5% | -20.7% | +1.2% | -18.8% |
| 3Y | +34.7% | +55.7% | -21.0% | +28.7% |
| All | +108.2% | -50.3% | +158.4% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling