+86.8%
SAP vs TOST
-46.1%
+133.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +4.0% | +11.6% | -7.6% | +1.8% |
| 30D | +15.7% | +16.2% | -0.5% | +12.2% |
| 3M | +23.4% | +1.0% | +22.4% | +22.9% |
| 6M | +41.3% | +23.2% | +18.1% | +35.0% |
| YTD | +2.0% | -1.0% | +3.0% | +1.0% |
| 1Y | -5.1% | -9.9% | +4.8% | -4.6% |
| 3Y | +82.1% | +101.0% | -18.9% | +55.3% |
| 5Y | +77.2% | -40.4% | +117.6% | +60.8% |
| All | +86.8% | -46.1% | +133.0% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling