-44.8%
TOST vs SFM
+114.8%
-159.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +3.0% | -6.9% | +9.8% | +4.5% |
| 30D | +10.3% | -25.0% | +35.2% | +16.2% |
| 3M | -3.3% | -42.7% | +39.5% | +7.7% |
| 6M | +37.8% | -41.0% | +78.8% | +51.2% |
| YTD | -2.8% | -38.7% | +35.9% | +4.7% |
| 1Y | -9.6% | -38.1% | +28.5% | -2.9% |
| 3Y | +144.6% | +19.3% | +125.3% | +130.5% |
| 5Y | -31.0% | +103.1% | -134.1% | -31.9% |
| All | -44.8% | +114.8% | -159.6% | -41.4% |
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