-44.5%
TOST vs S
-66.3%
+21.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.2% |
| 7D | +9.4% | -13.4% | +22.9% | +16.3% |
| 30D | +13.5% | -14.0% | +27.5% | +20.1% |
| 3M | -0.1% | +4.9% | -5.0% | -6.2% |
| 6M | +22.5% | +42.0% | -19.5% | -2.6% |
| YTD | -2.4% | +45.1% | -47.5% | -23.8% |
| 1Y | -4.7% | +33.1% | -37.8% | -23.3% |
| 3Y | +103.2% | +40.6% | +62.6% | +41.4% |
| 5Y | -41.2% | -67.5% | +26.2% | -21.1% |
| All | -44.5% | -66.3% | +21.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling