-45.7%
TOST vs STT
+174.5%
-220.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.8% |
| 30D | -2.4% | +3.9% | -6.3% | -5.2% |
| 3M | +34.6% | +20.0% | +14.7% | +17.2% |
| 6M | +15.2% | +55.3% | -40.1% | -17.9% |
| YTD | -4.4% | +53.3% | -57.7% | -31.4% |
| 1Y | -17.4% | +74.7% | -92.1% | -46.3% |
| 3Y | +54.5% | +205.8% | -151.4% | -34.2% |
| All | -45.7% | +174.5% | -220.2% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling