-27.7%
TOST vs SRE
+51.3%
-79.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | 0.0% | +1.8% | -1.7% | -0.8% |
| 30D | +16.2% | -3.0% | +19.2% | +17.6% |
| 3M | -1.5% | -7.3% | +5.7% | +1.6% |
| 6M | +55.3% | -11.9% | +67.2% | +63.4% |
| YTD | -2.3% | -7.9% | +5.5% | -1.3% |
| 1Y | -5.5% | -11.1% | +5.6% | -2.4% |
| 3Y | +151.1% | +24.8% | +126.3% | +97.1% |
| All | -27.7% | +51.3% | -79.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling