+34.0%
SHEL vs TOST
-6.7%
+40.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -5.8% | +4.0% | -9.8% | -5.4% |
| 30D | -1.3% | +11.1% | -12.3% | -0.4% |
| 3M | +12.7% | +0.8% | +11.9% | +13.0% |
| 6M | +19.9% | +38.8% | -18.9% | +23.0% |
| YTD | +38.3% | -2.1% | +40.3% | +38.3% |
| All | +34.0% | -6.7% | +40.7% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling