-44.5%
TOST vs O
+17.0%
-61.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +16.2% | +7.1% | +9.1% | +10.5% |
| 3M | -1.5% | -5.2% | +3.7% | +2.4% |
| 6M | +55.3% | -1.8% | +57.1% | +56.4% |
| YTD | -2.3% | +9.1% | -11.4% | -11.8% |
| 1Y | -5.5% | +9.7% | -15.2% | -15.1% |
| 3Y | +151.1% | +39.1% | +112.0% | +69.5% |
| 5Y | -27.9% | +8.4% | -36.3% | -35.4% |
| All | -44.5% | +17.0% | -61.6% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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