+51.5%
TSLA vs TOST
-47.1%
+98.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -5.8% |
| 30D | -0.8% | +10.3% | -11.0% | -4.5% |
| 3M | +14.8% | -3.3% | +18.1% | +15.1% |
| 6M | -11.3% | +37.8% | -49.1% | -22.3% |
| YTD | -15.6% | -2.8% | -12.8% | -17.7% |
| 1Y | -14.7% | -9.6% | -5.1% | -14.7% |
| 3Y | +76.9% | +144.6% | -67.7% | +21.0% |
| 5Y | +6.7% | -31.0% | +37.7% | -19.2% |
| All | +51.5% | -47.1% | +98.6% | +8.6% |
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