+55.7%
TSLA vs TOST
-46.9%
+102.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.0% |
| 7D | +8.9% | 0.0% | +8.9% | +8.8% |
| 30D | +6.3% | +16.2% | -9.9% | +0.3% |
| 3M | +14.8% | -1.5% | +16.3% | +14.3% |
| 6M | -12.4% | +55.3% | -67.7% | -26.4% |
| YTD | -13.2% | -2.3% | -10.9% | -15.6% |
| 1Y | -2.9% | -5.5% | +2.6% | -4.6% |
| 3Y | +74.4% | +151.1% | -76.7% | +18.2% |
| 5Y | +13.3% | -27.9% | +41.2% | -14.2% |
| All | +55.7% | -46.9% | +102.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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