+103.2%
TOST vs ONON
+32.5%
+70.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | +10.6% | -1.2% | +5.8% |
| 30D | +13.5% | +12.5% | +1.0% | +8.9% |
| 3M | -0.1% | +0.1% | -0.2% | -1.4% |
| 6M | +22.5% | +3.6% | +18.9% | +18.9% |
| YTD | -2.4% | -19.6% | +17.3% | +2.9% |
| 1Y | -4.7% | +5.2% | -9.9% | -9.7% |
| 3Y | +103.2% | +33.1% | +70.1% | +68.3% |
| All | +103.2% | +32.5% | +70.7% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling