+99.6%
STM vs TOST
-20.0%
+119.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.8% | -3.4% | +9.2% | +5.7% |
| 30D | -1.0% | -2.4% | +1.4% | -1.1% |
| 3M | -33.3% | +34.6% | -67.9% | -33.5% |
| 6M | +57.4% | +15.2% | +42.2% | +57.2% |
| YTD | +102.2% | -4.4% | +106.6% | +109.8% |
| 1Y | +99.6% | -17.4% | +117.0% | +110.3% |
| All | +99.6% | -20.0% | +119.6% | +110.3% |
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 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