+89.9%
SLV vs TOST
-27.7%
+117.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.4% |
| 7D | -5.8% | 0.0% | -5.9% | -5.9% |
| 30D | -12.1% | +16.2% | -28.3% | -13.0% |
| 3M | -24.1% | -1.5% | -22.6% | -24.1% |
| 6M | -44.4% | +55.3% | -99.7% | -46.0% |
| YTD | -31.5% | -2.3% | -29.2% | -31.7% |
| 1Y | -6.9% | -5.5% | -1.4% | -7.0% |
| 3Y | +116.0% | +151.1% | -35.1% | +100.0% |
| All | +89.9% | -27.7% | +117.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling