-18.3%
TOST vs SRE
+8.0%
-26.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.5% |
| 7D | -0.9% | +1.4% | -2.3% | -0.5% |
| 30D | -3.5% | +1.9% | -5.3% | -2.9% |
| 3M | +38.1% | -3.3% | +41.4% | +36.6% |
| 6M | +9.9% | -6.4% | +16.3% | +7.5% |
| YTD | -6.3% | -1.8% | -4.4% | -8.5% |
| 1Y | -18.3% | +10.7% | -29.1% | -21.9% |
| All | -18.3% | +8.0% | -26.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling