-48.1%
TOST vs ONON
-31.9%
-16.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.8% |
| 7D | -4.7% | -3.5% | -1.2% | -3.1% |
| 30D | -9.1% | -30.8% | +21.7% | +7.0% |
| 3M | +29.8% | -29.8% | +59.6% | +51.1% |
| 6M | +10.0% | -34.8% | +44.9% | +30.7% |
| YTD | -8.6% | -42.3% | +33.6% | +14.9% |
| 1Y | -20.7% | -39.5% | +18.8% | -3.9% |
| 3Y | +55.7% | -9.3% | +65.0% | +37.2% |
| All | -48.1% | -31.9% | -16.2% | -56.6% |
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