-7.6%
TSLA vs TOST
-38.4%
+30.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -10.4% | +9.4% | -19.8% | -13.4% |
| 30D | -5.2% | +13.5% | -18.7% | -9.8% |
| 3M | +12.1% | -0.1% | +12.3% | +11.1% |
| 6M | -10.2% | +22.5% | -32.6% | -18.8% |
| YTD | -20.3% | -2.4% | -18.0% | -22.5% |
| 1Y | -19.7% | -4.7% | -15.0% | -21.3% |
| 3Y | +63.4% | +103.2% | -39.9% | +16.9% |
| All | -7.6% | -38.4% | +30.8% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling