-19.9%
TOST vs SARO
-11.3%
-8.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -5.9% | -4.0% | -1.8% | -4.6% |
| 30D | -8.4% | -16.1% | +7.7% | -3.2% |
| 3M | +31.4% | -4.5% | +36.0% | +32.5% |
| 6M | +10.5% | -17.0% | +27.6% | +16.9% |
| YTD | -10.1% | -17.5% | +7.5% | -5.4% |
| 1Y | -19.9% | -12.3% | -7.7% | -18.2% |
| All | -19.9% | -11.3% | -8.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling