-44.5%
TOST vs ONON
-14.6%
-29.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.6% |
| 7D | 0.0% | -10.0% | +10.0% | +5.0% |
| 30D | +16.2% | -5.3% | +21.4% | +18.7% |
| 3M | -1.5% | +6.5% | -8.0% | -5.3% |
| 6M | +55.3% | -5.0% | +60.3% | +54.5% |
| YTD | -2.3% | -27.6% | +25.3% | +9.3% |
| 1Y | -5.5% | -20.7% | +15.2% | +0.7% |
| 3Y | +151.1% | +26.6% | +124.5% | +85.4% |
| 5Y | -27.9% | -9.6% | -18.3% | -45.1% |
| All | -44.5% | -14.6% | -29.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling