+104.2%
SLB vs TOST
-46.1%
+150.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -7.7% | +11.6% | -19.4% | -8.6% |
| 30D | -0.7% | +16.2% | -17.0% | -2.1% |
| 3M | 0.0% | +1.0% | -1.1% | -0.3% |
| 6M | -10.4% | +23.2% | -33.6% | -12.6% |
| YTD | +31.5% | -1.0% | +32.4% | +30.6% |
| 1Y | +39.1% | -9.9% | +49.0% | +39.4% |
| 3Y | -5.7% | +101.0% | -106.7% | -12.9% |
| 5Y | +65.4% | -40.4% | +105.8% | +60.5% |
| All | +104.2% | -46.1% | +150.3% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling