-77.6%
SE vs TOST
-46.1%
-31.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.4% |
| 7D | -1.2% | +11.6% | -12.8% | -5.8% |
| 30D | -21.7% | +16.2% | -37.9% | -26.9% |
| 3M | -34.2% | +1.0% | -35.2% | -35.0% |
| 6M | -10.5% | +23.2% | -33.7% | -19.9% |
| YTD | -40.7% | -1.0% | -39.7% | -42.6% |
| 1Y | -52.1% | -9.9% | -42.2% | -51.7% |
| 3Y | +68.9% | +101.0% | -32.2% | +5.1% |
| 5Y | -78.9% | -40.4% | -38.5% | -83.7% |
| All | -77.6% | -46.1% | -31.5% | -82.2% |
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