-43.8%
TOST vs STT
+133.5%
-177.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +2.7% |
| 7D | +11.6% | -4.9% | +16.5% | +15.5% |
| 30D | +16.2% | -6.0% | +22.2% | +21.2% |
| 3M | +1.0% | -11.7% | +12.7% | +9.8% |
| 6M | +23.2% | +11.7% | +11.5% | +11.9% |
| YTD | -1.0% | +30.4% | -31.4% | -20.5% |
| 1Y | -9.9% | +43.9% | -53.8% | -32.8% |
| 3Y | +101.0% | +165.4% | -64.4% | -5.7% |
| 5Y | -40.4% | +101.0% | -141.4% | -69.1% |
| All | -43.8% | +133.5% | -177.3% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling