-45.7%
TOST vs SU
+321.2%
-366.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.4% | +3.6% | -7.0% | -4.4% |
| 30D | -2.4% | +7.9% | -10.3% | -4.6% |
| 3M | +34.6% | +3.5% | +31.1% | +32.6% |
| 6M | +15.2% | +19.0% | -3.8% | +7.5% |
| YTD | -4.4% | +55.0% | -59.4% | -18.9% |
| 1Y | -17.4% | +71.2% | -88.6% | -32.5% |
| 3Y | +54.5% | +117.4% | -63.0% | +13.6% |
| All | -45.7% | +321.2% | -366.9% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling