-44.5%
TOST vs SITM
+91.0%
-135.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +17.4% | -18.8% | -5.7% |
| 7D | +9.4% | -6.7% | +16.2% | +10.1% |
| 30D | +13.5% | -37.3% | +50.8% | +25.6% |
| 3M | -0.1% | -39.4% | +39.2% | +9.6% |
| 6M | +22.5% | -33.1% | +55.6% | +23.0% |
| YTD | -2.4% | +18.0% | -20.4% | -21.6% |
| 1Y | -4.7% | +22.7% | -27.4% | -25.1% |
| 3Y | +103.2% | +283.8% | -180.6% | -15.6% |
| 5Y | -41.2% | +45.0% | -86.3% | -69.2% |
| All | -44.5% | +91.0% | -135.6% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling