+103.2%
TOST vs O
+37.3%
+65.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +9.4% | +3.7% | +5.7% | +8.1% |
| 30D | +13.5% | +11.2% | +2.3% | +9.6% |
| 3M | -0.1% | -4.0% | +3.8% | +1.0% |
| 6M | +22.5% | -5.2% | +27.7% | +24.2% |
| YTD | -2.4% | +9.5% | -11.8% | -8.3% |
| 1Y | -4.7% | +10.6% | -15.3% | -11.0% |
| 3Y | +103.2% | +38.1% | +65.1% | +59.8% |
| All | +103.2% | +37.3% | +65.9% | +59.8% |
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