+266.4%
XOM vs TOST
-48.6%
+315.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.9% |
| 7D | +2.7% | -4.7% | +7.4% | +2.9% |
| 30D | -2.5% | +8.5% | -11.0% | -2.9% |
| 3M | +7.0% | -1.6% | +8.6% | +6.9% |
| 6M | +14.2% | +44.1% | -29.9% | +11.7% |
| YTD | +43.9% | -5.6% | +49.5% | +43.8% |
| 1Y | +47.9% | -12.6% | +60.5% | +48.5% |
| 3Y | +80.6% | +137.6% | -57.0% | +67.9% |
| 5Y | +212.8% | -30.4% | +243.1% | +198.1% |
| All | +266.4% | -48.6% | +315.1% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling