-40.6%
TOST vs ONON
-5.4%
-35.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | +10.6% | -1.2% | +4.2% |
| 30D | +13.5% | +12.5% | +1.0% | +6.9% |
| 3M | -0.1% | +0.1% | -0.2% | -2.3% |
| 6M | +22.5% | +3.6% | +18.9% | +16.9% |
| YTD | -2.4% | -19.6% | +17.3% | +4.3% |
| 1Y | -4.7% | +5.2% | -9.9% | -12.9% |
| 3Y | +103.2% | +33.1% | +70.1% | +45.7% |
| All | -40.6% | -5.4% | -35.2% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling