+62.4%
SAP vs TOST
+55.9%
+6.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.9% | -3.4% | +0.5% | -2.1% |
| 30D | +9.0% | -2.4% | +11.5% | +9.5% |
| 3M | +14.9% | +34.6% | -19.7% | +7.3% |
| 6M | +11.9% | +15.2% | -3.3% | +7.4% |
| YTD | -9.9% | -4.4% | -5.5% | -10.8% |
| 1Y | -19.5% | -17.4% | -2.1% | -18.6% |
| All | +62.4% | +55.9% | +6.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling