-44.5%
TOST vs SU
+337.4%
-381.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | +16.2% | -7.9% | +24.0% | +18.1% |
| 3M | -1.5% | +7.5% | -9.1% | -4.3% |
| 6M | +55.3% | +7.2% | +48.1% | +50.2% |
| YTD | -2.3% | +60.9% | -63.3% | -18.6% |
| 1Y | -5.5% | +63.6% | -69.2% | -21.8% |
| 3Y | +151.1% | +128.9% | +22.2% | +81.2% |
| 5Y | -27.9% | +228.3% | -256.2% | -54.9% |
| All | -44.5% | +337.4% | -381.9% | -67.4% |
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