-80.9%
SMR vs TOST
-6.7%
-74.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.0% |
| 7D | +1.7% | +4.0% | -2.4% | +0.4% |
| 30D | -24.4% | +11.1% | -35.5% | -27.1% |
| 3M | -44.6% | +0.8% | -45.4% | -45.3% |
| 6M | -56.7% | +38.8% | -95.5% | -62.5% |
| YTD | -61.6% | -2.1% | -59.5% | -64.1% |
| All | -80.9% | -6.7% | -74.2% | -80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling