-45.7%
TOST vs SFM
+257.8%
-303.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.4% | -4.4% | +1.9% | -1.6% |
| 3M | +34.6% | +1.5% | +33.1% | +33.3% |
| 6M | +15.2% | +6.5% | +8.7% | +11.7% |
| YTD | -4.4% | +2.2% | -6.6% | -6.6% |
| 1Y | -17.4% | -41.9% | +24.5% | -7.5% |
| 3Y | +54.5% | +106.8% | -52.3% | +30.8% |
| All | -45.7% | +257.8% | -303.5% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling