+15.5%
TSLA vs TOST
-27.7%
+43.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.1% |
| 7D | +8.9% | 0.0% | +8.9% | +8.8% |
| 30D | +6.3% | +16.2% | -9.9% | -0.1% |
| 3M | +14.8% | -1.5% | +16.3% | +14.3% |
| 6M | -12.4% | +55.3% | -67.7% | -27.3% |
| YTD | -13.2% | -2.3% | -10.9% | -15.8% |
| 1Y | -2.9% | -5.5% | +2.6% | -4.8% |
| 3Y | +74.4% | +151.1% | -76.7% | +13.2% |
| All | +15.5% | -27.7% | +43.3% | 0.0% |
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 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