+17.1%
SPGI vs TOST
-47.1%
+64.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | +16.1% | +10.3% | +5.8% | +14.0% |
| 3M | +15.5% | -3.3% | +18.7% | +15.9% |
| 6M | +19.6% | +37.8% | -18.2% | +12.7% |
| YTD | -3.6% | -2.8% | -0.8% | -4.2% |
| 1Y | +2.2% | -9.6% | +11.8% | +2.7% |
| 3Y | +30.1% | +144.6% | -114.5% | +8.0% |
| 5Y | +14.9% | -31.0% | +45.9% | +1.7% |
| All | +17.1% | -47.1% | +64.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling