+106.1%
TOST vs SM
-20.8%
+126.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | 0.0% |
| 7D | +11.6% | -25.1% | +36.8% | +15.4% |
| 30D | +16.2% | -15.6% | +31.8% | +17.8% |
| 3M | +1.0% | +2.7% | -1.7% | -1.3% |
| 6M | +23.2% | -3.8% | +27.0% | +20.0% |
| YTD | -1.0% | +61.8% | -62.8% | -17.0% |
| 1Y | -9.9% | +71.4% | -81.3% | -25.9% |
| All | +106.1% | -20.8% | +126.9% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling