+103.2%
TOST vs SM
-20.0%
+123.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +9.4% | -25.9% | +35.3% | +13.3% |
| 30D | +13.5% | -15.1% | +28.6% | +15.0% |
| 3M | -0.1% | +4.9% | -5.0% | -2.8% |
| 6M | +22.5% | +6.1% | +16.3% | +16.8% |
| YTD | -2.4% | +63.4% | -65.8% | -18.2% |
| 1Y | -4.7% | +72.5% | -77.2% | -21.7% |
| 3Y | +103.2% | -16.9% | +120.1% | +84.5% |
| All | +103.2% | -20.0% | +123.3% | +84.5% |
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