-45.7%
TOST vs SRE
+49.8%
-95.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +34.6% | -6.3% | +40.9% | +38.1% |
| 6M | +15.2% | -10.7% | +25.9% | +20.2% |
| YTD | -4.4% | -3.5% | -0.9% | -5.3% |
| 1Y | -17.4% | +5.3% | -22.7% | -22.9% |
| 3Y | +54.5% | +31.8% | +22.7% | +18.5% |
| All | -45.7% | +49.8% | -95.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling