+103.2%
TOST vs SFM
+18.5%
+84.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.5% | -0.4% |
| 7D | +9.4% | -1.2% | +10.6% | +9.6% |
| 30D | +13.5% | -24.8% | +38.2% | +19.5% |
| 3M | -0.1% | -43.7% | +43.5% | +11.6% |
| 6M | +22.5% | -37.3% | +59.7% | +32.2% |
| YTD | -2.4% | -38.4% | +36.0% | +5.1% |
| 1Y | -4.7% | -36.9% | +32.2% | +1.7% |
| 3Y | +103.2% | +20.7% | +82.6% | +98.6% |
| All | +103.2% | +18.5% | +84.7% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling