-48.6%
TOST vs SU
+330.6%
-379.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.4% | +2.2% | -7.6% | -6.0% |
| 30D | -5.7% | +8.4% | -14.1% | -7.9% |
| 3M | +30.1% | +12.1% | +18.0% | +25.3% |
| 6M | +11.9% | +19.7% | -7.8% | +4.4% |
| YTD | -9.5% | +58.4% | -68.0% | -23.8% |
| 1Y | -21.3% | +67.2% | -88.5% | -35.0% |
| 3Y | +50.7% | +125.0% | -74.4% | +9.7% |
| All | -48.6% | +330.6% | -379.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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