+96.5%
STM vs TOST
+2.2%
+94.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.5% | -11.5% | -5.7% |
| 7D | -6.0% | +10.7% | -16.8% | -5.4% |
| 30D | -20.9% | +17.7% | -38.7% | -20.2% |
| 3M | -15.8% | +4.6% | -20.4% | -15.4% |
| 6M | -17.0% | +20.3% | -37.3% | -15.8% |
| YTD | +76.8% | -0.4% | +77.2% | +86.6% |
| 1Y | +96.5% | -0.8% | +97.2% | +106.8% |
| All | +96.5% | +2.2% | +94.3% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling