+74.3%
SO vs TOST
-46.9%
+121.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -1.5% | +9.4% | -10.9% | -1.7% |
| 30D | +8.1% | +13.5% | -5.4% | +7.7% |
| 3M | +0.2% | -0.1% | +0.4% | +0.2% |
| 6M | +0.4% | +22.5% | -22.1% | -0.3% |
| YTD | +8.5% | -2.4% | +10.9% | +8.4% |
| 1Y | +4.9% | -4.7% | +9.6% | +4.9% |
| 3Y | +47.9% | +103.2% | -55.3% | +41.8% |
| 5Y | +75.7% | -41.2% | +116.9% | +70.4% |
| All | +74.3% | -46.9% | +121.1% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling