+23.8%
TOST vs SARO
-20.0%
+43.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -2.4% | -20.0% | +17.6% | +7.0% |
| 3M | +34.6% | -2.9% | +37.5% | +35.2% |
| 6M | +15.2% | -17.7% | +32.9% | +24.0% |
| YTD | -4.4% | -13.5% | +9.1% | 0.0% |
| 1Y | -17.4% | -9.7% | -7.7% | -15.8% |
| All | +23.8% | -20.0% | +43.7% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling