+79.1%
SAP vs TOST
-46.9%
+126.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -0.7% | +9.4% | -10.1% | -2.4% |
| 30D | +11.1% | +13.5% | -2.4% | +8.3% |
| 3M | +17.0% | -0.1% | +17.2% | +16.8% |
| 6M | +34.8% | +22.5% | +12.4% | +29.0% |
| YTD | -2.2% | -2.4% | +0.1% | -2.9% |
| 1Y | -6.4% | -4.7% | -1.7% | -6.8% |
| 3Y | +75.1% | +103.2% | -28.1% | +49.2% |
| 5Y | +69.8% | -41.2% | +111.1% | +54.5% |
| All | +79.1% | -46.9% | +126.0% | +65.4% |
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