+149.8%
TOST vs SU
+128.7%
+21.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +4.0% | -10.6% | +14.6% | +5.0% |
| 30D | +11.1% | -6.6% | +17.7% | +11.3% |
| 3M | +0.8% | +12.9% | -12.1% | -1.6% |
| 6M | +38.8% | +6.7% | +32.1% | +36.1% |
| YTD | -2.1% | +55.2% | -57.3% | -15.1% |
| 1Y | -6.0% | +61.5% | -67.6% | -19.7% |
| 3Y | +149.8% | +128.7% | +21.1% | +94.5% |
| All | +149.8% | +128.7% | +21.1% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling