+142.7%
TOST vs SRE
+23.7%
+119.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | +8.5% | -4.1% | +12.6% | +9.9% |
| 3M | -1.6% | -7.3% | +5.7% | +0.6% |
| 6M | +44.1% | -14.1% | +58.2% | +51.2% |
| YTD | -5.6% | -8.5% | +2.9% | -5.1% |
| 1Y | -12.6% | -12.0% | -0.6% | -10.3% |
| All | +142.7% | +23.7% | +119.0% | +92.7% |
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