-2.2%
OXY vs TOST
+62.0%
-64.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.6% | -3.4% | +5.0% | +1.8% |
| 30D | +11.6% | -2.4% | +14.0% | +11.7% |
| 3M | +2.8% | +34.6% | -31.8% | +0.3% |
| 6M | +13.0% | +15.2% | -2.2% | +11.5% |
| YTD | +47.4% | -4.4% | +51.8% | +48.0% |
| 1Y | +31.5% | -17.4% | +48.9% | +34.0% |
| All | -2.2% | +62.0% | -64.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling