+97.5%
OXY vs TOST
-27.7%
+125.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -4.3% | +16.2% | -20.5% | -5.6% |
| 3M | +2.3% | -1.5% | +3.8% | +2.2% |
| 6M | +5.5% | +55.3% | -49.8% | +1.0% |
| YTD | +44.9% | -2.3% | +47.2% | +44.1% |
| 1Y | +42.6% | -5.5% | +48.1% | +42.3% |
| 3Y | +0.7% | +151.1% | -150.4% | -10.0% |
| All | +97.5% | -27.7% | +125.2% | +96.0% |
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