+103.2%
TOST vs SRE
+18.5%
+84.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | +9.4% | -9.2% | +18.6% | +13.1% |
| 30D | +13.5% | -1.9% | +15.4% | +14.0% |
| 3M | -0.1% | -6.5% | +6.4% | +1.9% |
| 6M | +22.5% | -15.2% | +37.7% | +29.3% |
| YTD | -2.4% | -9.5% | +7.1% | -1.5% |
| 1Y | -4.7% | -13.2% | +8.5% | -1.6% |
| 3Y | +103.2% | +19.5% | +83.7% | +57.7% |
| All | +103.2% | +18.5% | +84.8% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling