+76.2%
SO vs TOST
-46.1%
+122.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.4% | +11.6% | -11.2% | +0.1% |
| 30D | +9.2% | +16.2% | -7.0% | +8.8% |
| 3M | +1.1% | +1.0% | +0.1% | +1.0% |
| 6M | -1.1% | +23.2% | -24.2% | -1.7% |
| YTD | +9.7% | -1.0% | +10.7% | +9.6% |
| 1Y | +5.5% | -9.9% | +15.4% | +5.7% |
| 3Y | +47.0% | +101.0% | -54.0% | +41.1% |
| 5Y | +77.6% | -40.4% | +118.0% | +72.2% |
| All | +76.2% | -46.1% | +122.3% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling