-17.4%
TOST vs SM
+37.6%
-55.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | -0.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -2.4% | +26.3% | -28.8% | -0.8% |
| 3M | +34.6% | +8.7% | +25.9% | +36.4% |
| 6M | +15.2% | +51.7% | -36.5% | +15.3% |
| YTD | -4.4% | +99.0% | -103.4% | -4.8% |
| 1Y | -17.4% | +34.6% | -52.0% | -18.7% |
| All | -17.4% | +37.6% | -55.0% | -18.7% |
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