-46.4%
TOST vs SFM
+125.8%
-172.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -4.7% | -0.4% | -4.2% | -4.6% |
| 30D | +8.5% | -19.2% | +27.7% | +12.5% |
| 3M | -1.6% | -40.3% | +38.7% | +8.6% |
| 6M | +44.1% | -40.9% | +85.0% | +58.3% |
| YTD | -5.6% | -35.5% | +29.9% | +0.6% |
| 1Y | -12.6% | -37.4% | +24.9% | -6.2% |
| 3Y | +137.6% | +25.5% | +112.1% | +121.4% |
| 5Y | -30.4% | +113.0% | -143.4% | -32.1% |
| All | -46.4% | +125.8% | -172.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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