-4.5%
SLB vs TOST
+96.7%
-101.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -7.1% | +9.4% | -16.5% | -8.0% |
| 30D | +4.1% | +13.5% | -9.4% | +2.5% |
| 3M | -2.6% | -0.1% | -2.5% | -2.8% |
| 6M | -8.6% | +22.5% | -31.0% | -11.4% |
| YTD | +32.2% | -2.4% | +34.6% | +32.2% |
| 1Y | +40.7% | -4.7% | +45.4% | +41.0% |
| 3Y | -4.5% | +103.2% | -107.7% | -15.2% |
| All | -4.5% | +96.7% | -101.2% | -15.2% |
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