+15.7%
STM vs TOST
+55.9%
-40.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.8% | -3.4% | +9.2% | +6.5% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | -33.3% | +34.6% | -67.9% | -37.5% |
| 6M | +57.4% | +15.2% | +42.2% | +50.4% |
| YTD | +102.2% | -4.4% | +106.6% | +102.0% |
| 1Y | +99.6% | -17.4% | +117.0% | +106.5% |
| All | +15.7% | +55.9% | -40.2% | -2.8% |
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 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