+0.1%
OXY vs TOST
+138.1%
-137.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.1% |
| 7D | +3.6% | -4.7% | +8.3% | +3.9% |
| 30D | -5.3% | +8.5% | -13.8% | -5.9% |
| 3M | +0.2% | -1.6% | +1.8% | +0.2% |
| 6M | +4.7% | +44.1% | -39.4% | +1.2% |
| YTD | +44.0% | -5.6% | +49.6% | +44.7% |
| 1Y | +42.1% | -12.6% | +54.6% | +44.1% |
| All | +0.1% | +138.1% | -137.9% | -14.3% |
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