+52.6%
XOM vs TOST
+2.2%
+50.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.1% | -4.0% |
| 7D | -7.0% | +10.7% | -17.7% | -5.9% |
| 30D | +3.2% | +17.7% | -14.5% | +5.1% |
| 3M | +10.7% | +4.6% | +6.0% | +11.7% |
| 6M | +11.6% | +20.3% | -8.7% | +15.0% |
| YTD | +43.5% | -0.4% | +43.9% | +47.0% |
| 1Y | +52.6% | -0.8% | +53.4% | +56.3% |
| All | +52.6% | +2.2% | +50.4% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling