-45.7%
TOST vs SAN
+409.3%
-455.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.4% | +1.8% | -5.2% | -4.2% |
| 30D | -2.4% | +2.0% | -4.4% | -3.3% |
| 3M | +34.6% | +19.7% | +14.9% | +23.6% |
| 6M | +15.2% | +30.6% | -15.4% | +0.6% |
| YTD | -4.4% | +28.8% | -33.2% | -16.5% |
| 1Y | -17.4% | +57.8% | -75.2% | -35.1% |
| 3Y | +54.5% | +338.1% | -283.7% | -29.9% |
| All | -45.7% | +409.3% | -455.0% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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