+13.2%
SPGI vs TOST
-41.7%
+54.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +2.6% | +11.6% | -9.1% | +0.5% |
| 30D | +19.3% | +16.2% | +3.0% | +16.0% |
| 3M | +15.5% | +1.0% | +14.4% | +15.0% |
| 6M | +18.3% | +23.2% | -4.9% | +13.2% |
| YTD | -3.8% | -1.0% | -2.8% | -4.7% |
| 1Y | +1.3% | -9.9% | +11.2% | +1.8% |
| 3Y | +33.6% | +101.0% | -67.4% | +13.5% |
| 5Y | +13.2% | -40.4% | +53.6% | +3.8% |
| All | +13.2% | -41.7% | +54.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling