+112.3%
ORLY vs TOST
-38.4%
+150.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | +2.0% | +9.4% | -7.4% | +1.4% |
| 30D | +6.2% | +13.5% | -7.2% | +5.3% |
| 3M | -3.7% | -0.1% | -3.6% | -3.8% |
| 6M | -5.2% | +22.5% | -27.6% | -6.6% |
| YTD | -1.4% | -2.4% | +0.9% | -1.8% |
| 1Y | -5.4% | -4.7% | -0.7% | -5.6% |
| 3Y | +41.0% | +103.2% | -62.2% | +31.8% |
| All | +112.3% | -38.4% | +150.7% | +97.5% |
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 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