-8.0%
TOST vs SOLS
+10.3%
-18.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -0.9% |
| 7D | +9.4% | -4.2% | +13.6% | +9.1% |
| 30D | +13.5% | -3.9% | +17.4% | +13.2% |
| 3M | -0.1% | -6.6% | +6.5% | -0.5% |
| 6M | +22.5% | -29.1% | +51.6% | +20.5% |
| YTD | -2.4% | +19.8% | -22.1% | -12.3% |
| 1Y | -4.7% | +29.2% | -33.9% | -16.7% |
| All | -8.0% | +10.3% | -18.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling