-9.0%
STM vs TOST
-46.1%
+37.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.6% | -11.8% | -12.3% |
| 7D | -20.1% | +11.6% | -31.7% | -22.2% |
| 30D | -32.0% | +16.2% | -48.2% | -34.6% |
| 3M | -24.2% | +1.0% | -25.2% | -24.9% |
| 6M | -29.9% | +23.2% | -53.1% | -34.9% |
| YTD | +54.9% | -1.0% | +55.9% | +50.9% |
| 1Y | +68.0% | -9.9% | +77.9% | +67.6% |
| 3Y | -0.1% | +101.0% | -101.2% | -23.1% |
| 5Y | -17.9% | -40.4% | +22.5% | -32.3% |
| All | -9.0% | -46.1% | +37.1% | -24.8% |
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 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