-3.5%
OXY vs TOST
+96.7%
-100.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -11.9% | +9.4% | -21.3% | -12.4% |
| 30D | -3.1% | +13.5% | -16.6% | -3.9% |
| 3M | +1.1% | -0.1% | +1.2% | +1.0% |
| 6M | +3.2% | +22.5% | -19.2% | +1.4% |
| YTD | +39.0% | -2.4% | +41.4% | +39.4% |
| 1Y | +42.7% | -4.7% | +47.4% | +43.4% |
| 3Y | -3.5% | +103.2% | -106.8% | -9.9% |
| All | -3.5% | +96.7% | -100.2% | -9.9% |
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