+49.5%
SO vs TOST
+99.4%
-49.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +0.4% | +11.6% | -11.2% | +0.4% |
| 30D | +9.2% | +16.2% | -7.0% | +9.3% |
| 3M | +1.1% | +1.0% | +0.1% | +1.1% |
| 6M | -1.1% | +23.2% | -24.2% | -1.0% |
| YTD | +9.7% | -1.0% | +10.7% | +10.0% |
| 1Y | +5.5% | -9.9% | +15.4% | +6.0% |
| All | +49.5% | +99.4% | -49.9% | +42.9% |
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 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