+112.5%
SLB vs TOST
-46.9%
+159.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +6.5% | +16.2% | -9.7% | +5.0% |
| 3M | -0.2% | -1.5% | +1.3% | -0.3% |
| 6M | -5.7% | +55.3% | -61.0% | -9.9% |
| YTD | +36.8% | -2.3% | +39.2% | +36.1% |
| 1Y | +45.8% | -5.5% | +51.3% | +45.4% |
| 3Y | +3.4% | +151.1% | -147.8% | -5.9% |
| 5Y | +76.1% | -27.9% | +104.1% | +68.5% |
| All | +112.5% | -46.9% | +159.4% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling