+80.0%
TSLA vs TOST
+132.0%
-51.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.8% |
| 6M | -11.7% | +38.8% | -50.5% | -23.2% |
| YTD | -15.9% | -2.1% | -13.9% | -17.5% |
| 1Y | -12.0% | -6.0% | -6.0% | -12.2% |
| 3Y | +80.0% | +149.8% | -69.7% | +32.2% |
| All | +80.0% | +132.0% | -51.9% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling