-44.5%
TOST vs OMC
+44.5%
-89.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +9.4% | +6.3% | +3.1% | +5.3% |
| 30D | +13.5% | +15.4% | -1.9% | +3.5% |
| 3M | -0.1% | +5.8% | -5.9% | -4.1% |
| 6M | +22.5% | +14.7% | +7.8% | +10.6% |
| YTD | -2.4% | +10.3% | -12.7% | -10.3% |
| 1Y | -4.7% | +23.2% | -27.9% | -19.5% |
| 3Y | +103.2% | +24.6% | +78.6% | +57.5% |
| 5Y | -41.2% | +50.1% | -91.3% | -60.4% |
| All | -44.5% | +44.5% | -89.1% | -61.8% |
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