-7.7%
TOST vs SOLS
+21.0%
-28.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.5% | +1.1% |
| 7D | +4.0% | +8.0% | -4.0% | +4.7% |
| 30D | +11.1% | +3.7% | +7.3% | +11.5% |
| 3M | +0.8% | +4.6% | -3.7% | +1.4% |
| 6M | +38.8% | -18.5% | +57.3% | +37.7% |
| YTD | -2.1% | +31.4% | -33.5% | -11.4% |
| 1Y | -6.0% | +34.5% | -40.5% | -15.5% |
| All | -7.7% | +21.0% | -28.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling