+49.8%
TOST vs SNY
-9.7%
+59.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -5.9% | -3.6% | -2.2% | -5.3% |
| 30D | -8.4% | -1.9% | -6.5% | -8.1% |
| 3M | +31.4% | -2.0% | +33.4% | +31.8% |
| 6M | +10.5% | +2.5% | +8.0% | +10.1% |
| YTD | -10.1% | -7.0% | -3.1% | -9.2% |
| 1Y | -19.9% | -4.4% | -15.6% | -19.4% |
| All | +49.8% | -9.7% | +59.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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