-77.5%
SE vs TOST
-46.9%
-30.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +2.0% | +9.4% | -7.4% | -1.9% |
| 30D | -20.0% | +13.5% | -33.5% | -24.5% |
| 3M | -31.8% | -0.1% | -31.6% | -32.3% |
| 6M | -15.9% | +22.5% | -38.3% | -24.6% |
| YTD | -40.6% | -2.4% | -38.3% | -42.1% |
| 1Y | -50.7% | -4.7% | -46.0% | -51.6% |
| 3Y | +70.3% | +103.2% | -32.9% | +5.3% |
| 5Y | -78.8% | -41.2% | -37.6% | -83.6% |
| All | -77.5% | -46.9% | -30.7% | -82.1% |
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