-8.7%
TOST vs SARO
+4.6%
-13.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.5% |
| 7D | -4.7% | +8.9% | -13.6% | -7.2% |
| 30D | +8.5% | +38.6% | -30.1% | -2.0% |
| 3M | -1.6% | +0.6% | -2.2% | -2.8% |
| 6M | +44.1% | +2.9% | +41.2% | +40.5% |
| YTD | -5.6% | -3.9% | -1.7% | -6.1% |
| All | -8.7% | +4.6% | -13.2% | -13.2% |
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