+268.2%
XOM vs TOST
-46.9%
+315.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -3.6% | +16.2% | -19.8% | -4.4% |
| 3M | +8.2% | -1.5% | +9.8% | +8.2% |
| 6M | +14.0% | +55.3% | -41.3% | +11.1% |
| YTD | +44.6% | -2.3% | +46.9% | +44.3% |
| 1Y | +47.8% | -5.5% | +53.3% | +47.7% |
| 3Y | +79.6% | +151.1% | -71.6% | +66.5% |
| 5Y | +214.3% | -27.9% | +242.2% | +199.0% |
| All | +268.2% | -46.9% | +315.0% | +252.6% |
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