-6.0%
SAP vs TOST
-11.6%
+5.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -3.9% | -4.7% | +0.8% | -1.9% |
| 30D | +6.5% | +8.5% | -2.0% | +2.7% |
| 3M | +14.7% | -1.6% | +16.2% | +14.7% |
| 6M | +39.9% | +44.1% | -4.2% | +20.0% |
| YTD | -2.0% | -5.6% | +3.6% | -5.3% |
| 1Y | -6.0% | -12.6% | +6.6% | -6.9% |
| All | -6.0% | -11.6% | +5.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling