+151.1%
TOST vs OMC
+29.7%
+121.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +2.8% |
| 7D | 0.0% | +1.9% | -1.8% | -0.9% |
| 30D | +16.2% | +12.2% | +4.0% | +9.9% |
| 3M | -1.5% | +0.6% | -2.1% | -2.0% |
| 6M | +55.3% | +21.0% | +34.3% | +40.6% |
| YTD | -2.3% | +12.4% | -14.7% | -8.5% |
| 1Y | -5.5% | +25.4% | -30.9% | -16.4% |
| 3Y | +151.1% | +29.2% | +121.9% | +78.2% |
| All | +151.1% | +29.7% | +121.5% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling