+185.0%
SLV vs TOST
-48.0%
+233.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | +6.7% | -2.4% | +9.1% | +6.8% |
| 3M | -10.7% | +34.6% | -45.3% | -12.2% |
| 6M | -20.6% | +15.2% | -35.8% | -21.4% |
| YTD | -7.1% | -4.4% | -2.7% | -7.2% |
| 1Y | +62.0% | -17.4% | +79.4% | +63.2% |
| 3Y | +169.8% | +54.5% | +115.4% | +157.6% |
| All | +185.0% | -48.0% | +233.0% | +174.3% |
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