-6.3%
SLB vs TOST
+20.9%
-27.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.3% |
| 7D | -4.1% | +10.7% | -14.8% | -2.5% |
| 30D | +2.5% | +17.7% | -15.2% | +5.0% |
| 3M | +2.0% | +4.6% | -2.6% | +2.6% |
| 6M | -6.3% | +20.3% | -26.6% | -3.1% |
| All | -6.3% | +20.9% | -27.3% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling