-30.1%
TOST vs SM
+5.6%
-35.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -2.7% |
| 7D | -4.7% | +10.6% | -15.3% | -6.6% |
| 30D | +8.5% | -15.0% | +23.5% | +11.1% |
| 3M | -1.6% | +1.7% | -3.3% | -3.7% |
| 6M | +44.1% | +5.9% | +38.2% | +37.6% |
| YTD | -5.6% | +79.0% | -84.6% | -23.2% |
| 1Y | -12.6% | +84.7% | -97.2% | -29.7% |
| 3Y | +137.6% | -3.5% | +141.0% | +116.9% |
| All | -30.1% | +5.6% | -35.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling