-44.8%
TOST vs STT
+143.8%
-188.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +3.0% | +1.1% | +1.8% | +2.0% |
| 30D | +10.3% | -1.9% | +12.2% | +11.5% |
| 3M | -3.3% | -7.6% | +4.3% | +1.8% |
| 6M | +37.8% | +16.0% | +21.8% | +22.1% |
| YTD | -2.8% | +36.2% | -39.0% | -24.3% |
| 1Y | -9.6% | +46.8% | -56.4% | -33.5% |
| 3Y | +144.6% | +177.8% | -33.1% | +11.1% |
| 5Y | -31.0% | +105.8% | -136.8% | -65.5% |
| All | -44.8% | +143.8% | -188.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling