-3.6%
SMR vs TOST
+66.4%
-70.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.4% | -3.4% | +7.8% | +5.8% |
| 30D | +3.4% | -2.4% | +5.9% | +4.0% |
| 3M | -19.2% | +34.6% | -53.8% | -29.0% |
| 6M | -22.6% | +15.2% | -37.8% | -28.3% |
| YTD | -31.5% | -4.4% | -27.2% | -32.2% |
| 1Y | -73.1% | -17.4% | -55.7% | -71.7% |
| 3Y | +55.0% | +54.5% | +0.5% | +36.7% |
| All | -3.6% | +66.4% | -70.0% | -21.4% |
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