-19.3%
ORLY vs TOST
-18.7%
-0.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -2.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.3% |
| 30D | -8.2% | -3.5% | -4.7% | -8.0% |
| 3M | -3.5% | +38.1% | -41.6% | -4.6% |
| 6M | -9.2% | +9.9% | -19.1% | -10.0% |
| YTD | -5.8% | -6.3% | +0.4% | -5.7% |
| 1Y | -19.3% | -18.3% | -1.0% | -18.5% |
| All | -19.3% | -18.7% | -0.5% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling