+74.4%
TSLA vs TOST
+146.3%
-71.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.4% |
| 6M | -12.4% | +55.3% | -67.7% | -27.0% |
| YTD | -13.2% | -2.3% | -10.9% | -14.9% |
| 1Y | -2.9% | -5.5% | +2.6% | -3.6% |
| 3Y | +74.4% | +151.1% | -76.7% | +24.0% |
| All | +74.4% | +146.3% | -71.9% | +24.0% |
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