-46.4%
TOST vs SITM
+115.6%
-162.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -4.7% | +32.5% | -37.2% | -11.7% |
| 30D | +8.5% | -18.8% | +27.3% | +12.3% |
| 3M | -1.6% | -30.9% | +29.3% | +4.5% |
| 6M | +44.1% | -44.5% | +88.6% | +56.5% |
| YTD | -5.6% | +33.2% | -38.8% | -26.6% |
| 1Y | -12.6% | +53.8% | -66.4% | -35.8% |
| 3Y | +137.6% | +335.7% | -198.1% | -4.6% |
| 5Y | -30.4% | +84.6% | -115.0% | -65.0% |
| All | -46.4% | +115.6% | -162.0% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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