+54.4%
XOM vs TOST
+62.0%
-7.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +1.8% | -3.4% | +5.2% | +1.9% |
| 30D | +5.9% | -2.4% | +8.3% | +5.9% |
| 3M | +5.6% | +34.6% | -29.0% | +4.4% |
| 6M | +7.9% | +15.2% | -7.3% | +7.3% |
| YTD | +35.2% | -4.4% | +39.6% | +35.8% |
| 1Y | +46.0% | -17.4% | +63.4% | +48.0% |
| All | +54.4% | +62.0% | -7.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling