-9.6%
TOST vs OMC
+24.9%
-34.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +3.0% | +6.8% | -3.9% | -0.2% |
| 30D | +10.3% | +16.2% | -5.9% | +2.9% |
| 3M | -3.3% | +6.0% | -9.3% | -6.2% |
| 6M | +37.8% | +17.7% | +20.1% | +27.0% |
| YTD | -2.8% | +13.5% | -16.2% | -9.0% |
| 1Y | -9.6% | +27.2% | -36.8% | -19.4% |
| All | -9.6% | +24.9% | -34.5% | -19.4% |
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