-46.7%
TOST vs SU
+324.7%
-371.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -3.5% | +13.7% | -17.1% | -6.9% |
| 3M | +38.1% | +8.0% | +30.1% | +34.4% |
| 6M | +9.9% | +21.0% | -11.1% | +2.0% |
| YTD | -6.3% | +56.2% | -62.5% | -20.7% |
| 1Y | -18.3% | +72.2% | -90.5% | -33.4% |
| 3Y | +59.7% | +118.1% | -58.3% | +17.5% |
| All | -46.7% | +324.7% | -371.5% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling