-43.8%
TOST vs O
+18.4%
-62.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +11.6% | +4.5% | +7.1% | +8.1% |
| 30D | +16.2% | +10.2% | +6.0% | +8.2% |
| 3M | +1.0% | -3.8% | +4.8% | +3.9% |
| 6M | +23.2% | -3.8% | +27.0% | +25.9% |
| YTD | -1.0% | +10.3% | -11.3% | -11.3% |
| 1Y | -9.9% | +11.9% | -21.8% | -20.4% |
| 3Y | +101.0% | +38.1% | +62.9% | +37.4% |
| 5Y | -40.4% | +11.1% | -51.5% | -47.6% |
| All | -43.8% | +18.4% | -62.2% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling