-44.4%
TOST vs SU
+321.9%
-366.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +4.0% | -10.6% | +14.6% | +6.8% |
| 30D | +11.1% | -6.6% | +17.7% | +12.4% |
| 3M | +0.8% | +12.9% | -12.1% | -3.3% |
| 6M | +38.8% | +6.7% | +32.1% | +34.1% |
| YTD | -2.1% | +55.2% | -57.3% | -17.7% |
| 1Y | -6.0% | +61.5% | -67.6% | -22.2% |
| 3Y | +149.8% | +128.7% | +21.1% | +79.5% |
| 5Y | -42.8% | +210.8% | -253.6% | -63.8% |
| All | -44.4% | +321.9% | -366.3% | -67.1% |
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