+255.5%
XOM vs TOST
-46.7%
+302.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -8.3% | +4.0% | -12.4% | -8.5% |
| 30D | -2.5% | +11.1% | -13.5% | -3.0% |
| 3M | +8.3% | +0.8% | +7.5% | +8.2% |
| 6M | +15.5% | +38.8% | -23.3% | +13.2% |
| YTD | +39.6% | -2.1% | +41.7% | +39.3% |
| 1Y | +44.6% | -6.0% | +50.6% | +44.6% |
| 3Y | +76.6% | +149.8% | -73.2% | +63.8% |
| 5Y | +195.8% | -42.8% | +238.6% | +184.0% |
| All | +255.5% | -46.7% | +302.3% | +240.5% |
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