+76.7%
SO vs TOST
-47.1%
+123.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +3.0% | -3.1% | -0.2% |
| 30D | +8.7% | +10.3% | -1.6% | +8.4% |
| 3M | +3.4% | -3.3% | +6.7% | +3.4% |
| 6M | +3.7% | +37.8% | -34.1% | +2.7% |
| YTD | +10.0% | -2.8% | +12.8% | +10.0% |
| 1Y | +6.6% | -9.6% | +16.2% | +6.8% |
| 3Y | +52.5% | +144.6% | -92.2% | +45.2% |
| 5Y | +76.1% | -31.0% | +107.0% | +70.5% |
| All | +76.7% | -47.1% | +123.9% | +71.9% |
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 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