-44.4%
TOST vs SITM
+109.4%
-153.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.6% | -9.3% | -2.1% |
| 7D | +4.0% | +9.4% | -5.3% | +0.6% |
| 30D | +11.1% | -25.4% | +36.4% | +17.5% |
| 3M | +0.8% | -37.0% | +37.8% | +9.7% |
| 6M | +38.8% | -45.1% | +83.9% | +50.8% |
| YTD | -2.1% | +29.4% | -31.5% | -23.3% |
| 1Y | -6.0% | +39.8% | -45.8% | -28.8% |
| 3Y | +149.8% | +328.2% | -178.4% | +0.6% |
| 5Y | -42.8% | +87.4% | -130.1% | -71.2% |
| All | -44.4% | +109.4% | -153.8% | -74.8% |
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