-44.4%
TOST vs SM
+46.2%
-90.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | +4.0% | -22.3% | +26.3% | +8.9% |
| 30D | +11.1% | -21.4% | +32.4% | +15.6% |
| 3M | +0.8% | +1.4% | -0.5% | -1.5% |
| 6M | +38.8% | +0.1% | +38.7% | +33.4% |
| YTD | -2.1% | +59.0% | -61.0% | -18.6% |
| 1Y | -6.0% | +64.3% | -70.4% | -22.9% |
| 3Y | +149.8% | -13.1% | +162.9% | +132.5% |
| 5Y | -42.8% | -13.9% | -28.9% | -49.5% |
| All | -44.4% | +46.2% | -90.6% | -52.3% |
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