-11.1%
TOST vs OMC
+25.6%
-36.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -3.6% | +1.6% | -5.2% | -4.3% |
| 30D | +8.9% | +15.3% | -6.4% | +1.9% |
| 3M | -2.2% | +4.5% | -6.7% | -4.5% |
| 6M | +41.0% | +20.8% | +20.2% | +28.2% |
| YTD | -4.0% | +13.5% | -17.5% | -10.1% |
| All | -11.1% | +25.6% | -36.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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