+37.1%
TSLA vs TOST
-46.1%
+83.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.6% |
| 7D | -14.8% | +11.6% | -26.4% | -18.1% |
| 30D | -9.7% | +16.2% | -25.9% | -14.7% |
| 3M | +6.9% | +1.0% | +5.9% | +5.6% |
| 6M | -11.7% | +23.2% | -34.9% | -20.1% |
| YTD | -23.6% | -1.0% | -22.6% | -25.9% |
| 1Y | -25.6% | -9.9% | -15.7% | -25.5% |
| 3Y | +56.3% | +101.0% | -44.8% | +13.9% |
| 5Y | -15.6% | -40.4% | +24.8% | -37.0% |
| All | +37.1% | -46.1% | +83.2% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling