-45.7%
TOST vs OMC
+36.9%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +1.7% |
| 7D | -3.4% | -6.4% | +3.0% | +0.6% |
| 30D | -2.4% | +1.1% | -3.6% | -3.6% |
| 3M | +34.6% | +10.4% | +24.2% | +24.9% |
| 6M | +15.2% | -1.7% | +16.9% | +15.2% |
| YTD | -4.4% | +4.4% | -8.8% | -9.0% |
| 1Y | -17.4% | +8.4% | -25.9% | -24.1% |
| 3Y | +54.5% | +14.4% | +40.1% | +27.5% |
| All | -45.7% | +36.9% | -82.5% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling