-18.3%
TOST vs SITM
+150.1%
-168.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.0% |
| 7D | -0.9% | +8.4% | -9.3% | -0.7% |
| 30D | -3.5% | -17.4% | +14.0% | -3.8% |
| 3M | +38.1% | -9.8% | +48.0% | +38.1% |
| 6M | +9.9% | +83.0% | -73.1% | +7.7% |
| YTD | -6.3% | +69.6% | -75.8% | -8.6% |
| 1Y | -18.3% | +144.9% | -163.2% | -24.1% |
| All | -18.3% | +150.1% | -168.4% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling