-77.9%
SE vs TOST
-48.6%
-29.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -1.5% | -4.7% | +3.2% | +0.6% |
| 30D | -22.3% | +8.5% | -30.8% | -25.3% |
| 3M | -41.8% | -1.6% | -40.2% | -41.8% |
| 6M | -22.4% | +44.1% | -66.5% | -34.6% |
| YTD | -41.6% | -5.6% | -36.0% | -42.2% |
| 1Y | -48.0% | -12.6% | -35.4% | -47.0% |
| 3Y | +63.9% | +137.6% | -73.7% | -6.0% |
| 5Y | -78.2% | -30.4% | -47.8% | -83.3% |
| All | -77.9% | -48.6% | -29.3% | -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