-44.4%
TOST vs ONON
-4.7%
-39.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.0% | +5.7% | -1.6% | +1.3% |
| 30D | +11.1% | +7.0% | +4.1% | +7.3% |
| 3M | +0.8% | -0.1% | +0.9% | -1.2% |
| 6M | +38.8% | +6.5% | +32.3% | +30.8% |
| YTD | -2.1% | -19.3% | +17.2% | +4.2% |
| 1Y | -6.0% | +7.2% | -13.3% | -14.6% |
| 3Y | +149.8% | +39.1% | +110.7% | +77.0% |
| 5Y | -42.8% | -0.8% | -41.9% | -58.4% |
| All | -44.4% | -4.7% | -39.6% | -60.6% |
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