-45.7%
TOST vs SIMO
+289.0%
-334.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.5% |
| 7D | -3.4% | +4.2% | -7.6% | -4.2% |
| 30D | -2.4% | +4.1% | -6.5% | -3.9% |
| 3M | +34.6% | -12.9% | +47.5% | +34.0% |
| 6M | +15.2% | +110.3% | -95.1% | -13.8% |
| YTD | -4.4% | +178.6% | -183.0% | -36.7% |
| 1Y | -17.4% | +220.0% | -237.4% | -48.5% |
| 3Y | +54.5% | +409.0% | -354.6% | -22.0% |
| All | -45.7% | +289.0% | -334.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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