+103.2%
TOST vs SITM
+269.8%
-166.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +17.4% | -18.8% | -3.4% |
| 7D | +9.4% | -6.7% | +16.2% | +9.8% |
| 30D | +13.5% | -37.3% | +50.8% | +19.3% |
| 3M | -0.1% | -39.4% | +39.2% | +4.7% |
| 6M | +22.5% | -33.1% | +55.6% | +22.7% |
| YTD | -2.4% | +18.0% | -20.4% | -14.4% |
| 1Y | -4.7% | +22.7% | -27.4% | -17.5% |
| 3Y | +103.2% | +283.8% | -180.6% | +19.6% |
| All | +103.2% | +269.8% | -166.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling