+56.7%
TOST vs O
+28.8%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -2.4% | -1.9% | -0.6% | -1.8% |
| 3M | +34.6% | +3.8% | +30.8% | +32.7% |
| 6M | +15.2% | -4.7% | +20.0% | +17.0% |
| YTD | -4.4% | +12.5% | -16.9% | -11.2% |
| 1Y | -17.4% | +10.8% | -28.3% | -22.7% |
| All | +56.7% | +28.8% | +27.8% | +29.3% |
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