+19.2%
SPGI vs TOST
-45.8%
+65.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.4% |
| 7D | +7.2% | +10.7% | -3.5% | +5.3% |
| 30D | +23.2% | +17.7% | +5.5% | +19.7% |
| 3M | +17.0% | +4.6% | +12.4% | +15.9% |
| 6M | +20.4% | +20.3% | +0.2% | +15.8% |
| YTD | -1.9% | -0.4% | -1.5% | -2.9% |
| 1Y | +2.9% | -0.8% | +3.7% | +1.6% |
| 3Y | +36.2% | +102.2% | -66.0% | +16.4% |
| 5Y | +14.8% | -41.3% | +56.1% | +2.2% |
| All | +19.2% | -45.8% | +65.0% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling