-44.8%
TOST vs SM
+48.3%
-93.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.0% |
| 7D | +3.0% | -19.5% | +22.5% | +7.0% |
| 30D | +10.3% | -20.2% | +30.5% | +14.4% |
| 3M | -3.3% | -6.5% | +3.2% | -3.7% |
| 6M | +37.8% | +1.6% | +36.2% | +32.1% |
| YTD | -2.8% | +61.2% | -64.0% | -19.4% |
| 1Y | -9.6% | +65.4% | -74.9% | -25.8% |
| 3Y | +144.6% | -13.0% | +157.7% | +127.9% |
| 5Y | -31.0% | -4.3% | -26.7% | -41.9% |
| All | -44.8% | +48.3% | -93.1% | -52.8% |
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