+79.3%
SAP vs TOST
-47.1%
+126.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +1.5% | +3.0% | -1.5% | +0.9% |
| 30D | +8.8% | +10.3% | -1.4% | +6.7% |
| 3M | +12.1% | -3.3% | +15.4% | +12.6% |
| 6M | +34.6% | +37.8% | -3.2% | +26.4% |
| YTD | -2.1% | -2.8% | +0.7% | -2.7% |
| 1Y | -5.5% | -9.6% | +4.0% | -5.0% |
| 3Y | +67.4% | +144.6% | -77.2% | +38.7% |
| 5Y | +74.6% | -31.0% | +105.5% | +56.0% |
| All | +79.3% | -47.1% | +126.4% | +65.7% |
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