+258.0%
XOM vs TOST
-46.9%
+304.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -11.4% | +9.4% | -20.9% | -11.8% |
| 30D | +1.1% | +13.5% | -12.4% | +0.4% |
| 3M | +7.8% | -0.1% | +8.0% | +7.7% |
| 6M | +13.0% | +22.5% | -9.4% | +11.5% |
| YTD | +40.6% | -2.4% | +43.0% | +40.3% |
| 1Y | +49.1% | -4.7% | +53.8% | +48.9% |
| 3Y | +72.9% | +103.2% | -30.3% | +62.4% |
| 5Y | +204.0% | -41.2% | +245.2% | +191.9% |
| All | +258.0% | -46.9% | +304.9% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling