-44.5%
TOST vs STT
+134.0%
-178.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | -2.5% | +11.9% | +11.3% |
| 30D | +13.5% | -5.0% | +18.4% | +17.4% |
| 3M | -0.1% | -10.5% | +10.3% | +7.5% |
| 6M | +22.5% | +10.0% | +12.5% | +12.5% |
| YTD | -2.4% | +30.7% | -33.0% | -21.7% |
| 1Y | -4.7% | +43.8% | -48.5% | -28.8% |
| 3Y | +103.2% | +168.1% | -64.9% | -5.3% |
| 5Y | -41.2% | +101.4% | -142.6% | -69.6% |
| All | -44.5% | +134.0% | -178.5% | -71.4% |
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