-44.5%
TOST vs SM
+50.3%
-94.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +9.4% | -25.9% | +35.3% | +15.6% |
| 30D | +13.5% | -15.1% | +28.6% | +16.2% |
| 3M | -0.1% | +4.9% | -5.0% | -3.2% |
| 6M | +22.5% | +6.1% | +16.3% | +16.1% |
| YTD | -2.4% | +63.4% | -65.8% | -19.3% |
| 1Y | -4.7% | +72.5% | -77.2% | -22.7% |
| 3Y | +103.2% | -16.9% | +120.1% | +92.2% |
| 5Y | -41.2% | -10.6% | -30.6% | -48.5% |
| All | -44.5% | +50.3% | -94.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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