-27.7%
TOST vs OMC
+52.4%
-80.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +2.6% |
| 7D | 0.0% | +1.9% | -1.8% | -1.2% |
| 30D | +16.2% | +12.2% | +4.0% | +7.8% |
| 3M | -1.5% | +0.6% | -2.1% | -2.2% |
| 6M | +55.3% | +21.0% | +34.3% | +35.1% |
| YTD | -2.3% | +12.4% | -14.7% | -11.5% |
| 1Y | -5.5% | +25.4% | -30.9% | -21.3% |
| 3Y | +151.1% | +29.2% | +121.9% | +87.3% |
| All | -27.7% | +52.4% | -80.1% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling