+149.8%
TOST vs O
+36.9%
+112.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +4.0% | +3.3% | +0.7% | +2.9% |
| 30D | +11.1% | +10.3% | +0.7% | +7.5% |
| 3M | +0.8% | -3.5% | +4.3% | +1.8% |
| 6M | +38.8% | -1.3% | +40.1% | +39.0% |
| YTD | -2.1% | +10.3% | -12.4% | -8.3% |
| 1Y | -6.0% | +10.4% | -16.4% | -12.0% |
| 3Y | +149.8% | +40.0% | +109.8% | +104.0% |
| All | +149.8% | +36.9% | +112.9% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling