+47.9%
XOM vs TOST
-11.6%
+59.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.6% |
| 7D | +2.7% | -4.7% | +7.4% | +2.1% |
| 30D | -2.5% | +8.5% | -11.0% | -1.5% |
| 3M | +7.0% | -1.6% | +8.6% | +7.2% |
| 6M | +14.2% | +44.1% | -29.9% | +18.7% |
| YTD | +43.9% | -5.6% | +49.5% | +46.9% |
| 1Y | +47.9% | -12.6% | +60.5% | +52.7% |
| All | +47.9% | -11.6% | +59.6% | +52.7% |
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