-20.7%
TOST vs SU
+74.8%
-95.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.1% |
| 7D | -4.7% | +1.6% | -6.2% | -4.3% |
| 30D | -9.1% | +10.7% | -19.8% | -6.5% |
| 3M | +29.8% | +13.5% | +16.3% | +34.6% |
| 6M | +10.0% | +21.8% | -11.8% | +13.9% |
| YTD | -8.6% | +58.8% | -67.5% | -8.4% |
| 1Y | -20.7% | +72.0% | -92.7% | -24.6% |
| All | -20.7% | +74.8% | -95.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling