+52.5%
SO vs TOST
+143.6%
-91.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +3.0% | -3.1% | -0.1% |
| 30D | +8.7% | +10.3% | -1.6% | +8.7% |
| 3M | +3.4% | -3.3% | +6.7% | +3.3% |
| 6M | +3.7% | +37.8% | -34.1% | +3.7% |
| YTD | +10.0% | -2.8% | +12.8% | +10.4% |
| 1Y | +6.6% | -9.6% | +16.2% | +7.1% |
| 3Y | +52.5% | +144.6% | -92.2% | +41.8% |
| All | +52.5% | +143.6% | -91.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling