+50.8%
TSLA vs TOST
-46.7%
+97.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | -6.4% | +4.0% | -10.4% | -7.8% |
| 30D | -1.2% | +11.1% | -12.3% | -5.2% |
| 3M | +15.1% | +0.8% | +14.2% | +13.7% |
| 6M | -11.7% | +38.8% | -50.5% | -22.9% |
| YTD | -15.9% | -2.1% | -13.9% | -18.2% |
| 1Y | -12.0% | -6.0% | -6.0% | -13.2% |
| 3Y | +80.0% | +149.8% | -69.7% | +22.3% |
| 5Y | +10.8% | -42.8% | +53.6% | -17.0% |
| All | +50.8% | -46.7% | +97.6% | +7.9% |
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