+121.4%
SLV vs TOST
-47.1%
+168.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | +3.7% | +3.0% | +0.7% | +3.5% |
| 30D | -15.2% | +10.3% | -25.4% | -15.6% |
| 3M | -21.8% | -3.3% | -18.5% | -21.7% |
| 6M | -36.3% | +37.8% | -74.1% | -37.6% |
| YTD | -27.8% | -2.8% | -25.1% | -28.0% |
| 1Y | +1.5% | -9.6% | +11.1% | +1.8% |
| 3Y | +128.5% | +144.6% | -16.1% | +113.5% |
| 5Y | +103.2% | -31.0% | +134.2% | +92.8% |
| All | +121.4% | -47.1% | +168.5% | +112.8% |
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