-45.7%
TOST vs SMTC
+88.3%
-134.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.2% | -2.2% |
| 7D | -3.4% | +12.7% | -16.2% | -6.4% |
| 30D | -2.4% | +22.0% | -24.4% | -8.8% |
| 3M | +34.6% | -12.7% | +47.3% | +33.8% |
| 6M | +15.2% | +64.8% | -49.6% | -8.9% |
| YTD | -4.4% | +100.7% | -105.1% | -29.9% |
| 1Y | -17.4% | +146.9% | -164.3% | -44.5% |
| 3Y | +54.5% | +456.8% | -402.4% | -41.4% |
| All | -45.7% | +88.3% | -134.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 all: compounded portfolio wealth divided by compounded SMTC 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…
all analysis · Full analysis span regression · 6 months rolling