+200.4%
SE vs TOST
+55.9%
+144.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -3.4% | -2.7% | -5.2% |
| 30D | -2.5% | -2.4% | 0.0% | -2.0% |
| 3M | +21.7% | +34.6% | -12.9% | +11.7% |
| 6M | +27.0% | +15.2% | +11.8% | +21.0% |
| YTD | -12.1% | -4.4% | -7.7% | -12.4% |
| 1Y | -40.9% | -17.4% | -23.5% | -38.9% |
| All | +200.4% | +55.9% | +144.5% | +213.6% |
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