-5.5%
TOST vs O
+9.0%
-14.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.4% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +16.2% | +7.1% | +9.1% | +17.1% |
| 3M | -1.5% | -5.2% | +3.7% | -4.3% |
| 6M | +55.3% | -1.8% | +57.1% | +53.6% |
| YTD | -2.3% | +9.1% | -11.4% | -6.3% |
| 1Y | -5.5% | +9.7% | -15.2% | -11.2% |
| All | -5.5% | +9.0% | -14.5% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling