+47.4%
SO vs TOST
+55.9%
-8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | -3.4% | +3.3% | -0.1% |
| 30D | -4.6% | -2.4% | -2.1% | -4.6% |
| 3M | -3.0% | +34.6% | -37.7% | -3.2% |
| 6M | -8.3% | +15.2% | -23.5% | -8.3% |
| YTD | +3.5% | -4.4% | +7.9% | +3.9% |
| 1Y | -0.9% | -17.4% | +16.5% | -0.2% |
| All | +47.4% | +55.9% | -8.6% | +37.3% |
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