-8.9%
TOST vs SM
+62.4%
-71.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | -0.1% |
| 7D | +4.0% | -22.3% | +26.3% | +0.8% |
| 30D | +11.1% | -21.4% | +32.4% | +7.8% |
| 3M | +0.8% | +1.4% | -0.5% | +0.4% |
| 6M | +38.8% | +0.1% | +38.7% | +37.4% |
| YTD | -2.1% | +59.0% | -61.0% | -6.6% |
| All | -8.9% | +62.4% | -71.3% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling