-8.7%
TOST vs O
+9.8%
-18.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | +8.5% | +8.3% | +0.2% | +9.5% |
| 3M | -1.6% | -4.0% | +2.4% | -4.1% |
| 6M | +44.1% | -2.6% | +46.7% | +41.2% |
| YTD | -5.6% | +9.9% | -15.5% | -9.4% |
| All | -8.7% | +9.8% | -18.5% | -14.2% |
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