+80.2%
SAP vs TOST
-46.9%
+127.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +6.5% | +16.2% | -9.6% | +3.4% |
| 3M | +12.2% | -1.5% | +13.8% | +12.3% |
| 6M | +46.1% | +55.3% | -9.2% | +34.2% |
| YTD | -1.6% | -2.3% | +0.7% | -2.3% |
| 1Y | -5.1% | -5.5% | +0.4% | -5.3% |
| 3Y | +68.4% | +151.1% | -82.8% | +38.8% |
| 5Y | +79.4% | -27.9% | +107.4% | +59.3% |
| All | +80.2% | -46.9% | +127.1% | +66.3% |
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