-81.6%
SMR vs TOST
-7.4%
-74.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -2.8% | +3.0% | -5.7% | -3.7% |
| 30D | -27.5% | +10.3% | -37.8% | -29.9% |
| 3M | -43.1% | -3.3% | -39.9% | -42.9% |
| 6M | -58.4% | +37.8% | -96.2% | -63.9% |
| YTD | -63.2% | -2.8% | -60.4% | -65.5% |
| 1Y | -81.6% | -9.6% | -72.1% | -81.6% |
| All | -81.6% | -7.4% | -74.3% | -81.6% |
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