+112.5%
ORLY vs TOST
-48.0%
+160.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | -5.9% | -2.4% | -3.5% | -5.8% |
| 3M | -0.6% | +34.6% | -35.2% | -2.4% |
| 6M | -6.8% | +15.2% | -22.0% | -7.8% |
| YTD | -3.6% | -4.4% | +0.8% | -3.8% |
| 1Y | -16.3% | -17.4% | +1.1% | -15.8% |
| 3Y | +39.1% | +54.5% | -15.3% | +33.1% |
| All | +112.5% | -48.0% | +160.5% | +94.5% |
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 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