+4.9%
STM vs TOST
+96.7%
-91.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -10.7% | +9.4% | -20.2% | -12.2% |
| 30D | -25.7% | +13.5% | -39.2% | -27.6% |
| 3M | -21.6% | -0.1% | -21.4% | -21.9% |
| 6M | -27.8% | +22.5% | -50.3% | -31.8% |
| YTD | +61.8% | -2.4% | +64.1% | +60.7% |
| 1Y | +78.1% | -4.7% | +82.8% | +77.9% |
| 3Y | +4.9% | +103.2% | -98.3% | -11.7% |
| All | +4.9% | +96.7% | -91.8% | -11.7% |
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