+50.5%
XOM vs TOST
-18.7%
+69.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | +5.7% | -3.5% | +9.1% | +5.5% |
| 3M | +6.6% | +38.1% | -31.6% | +9.0% |
| 6M | +7.7% | +9.9% | -2.2% | +9.5% |
| YTD | +36.2% | -6.3% | +42.4% | +38.7% |
| 1Y | +50.5% | -18.3% | +68.8% | +53.1% |
| All | +50.5% | -18.7% | +69.2% | +53.1% |
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