-77.2%
SE vs TOST
-47.1%
-30.1%
-90.5%
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% | -1.2% |
| 7D | 0.0% | +3.0% | -2.9% | -1.2% |
| 30D | -19.4% | +10.3% | -29.6% | -23.0% |
| 3M | -33.1% | -3.3% | -29.8% | -32.7% |
| 6M | -11.4% | +37.8% | -49.3% | -24.1% |
| YTD | -39.8% | -2.8% | -37.0% | -41.2% |
| 1Y | -50.5% | -9.6% | -40.9% | -50.2% |
| 3Y | +68.9% | +144.6% | -75.8% | -4.3% |
| 5Y | -77.1% | -31.0% | -46.1% | -82.6% |
| All | -77.2% | -47.1% | -30.1% | -81.8% |
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