-53.7%
SMR vs TOST
+70.0%
-123.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.6% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -20.1% | +16.2% | -36.2% | -25.0% |
| 3M | -52.7% | -1.5% | -51.2% | -52.9% |
| 6M | -61.0% | +55.3% | -116.3% | -68.0% |
| YTD | -67.1% | -2.3% | -64.8% | -67.9% |
| 1Y | -79.9% | -5.5% | -74.3% | -80.1% |
| 3Y | +101.7% | +151.1% | -49.4% | +62.8% |
| All | -53.7% | +70.0% | -123.7% | -62.8% |
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 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