+9.7%
SPGI vs TOST
-48.0%
+57.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.1% | -3.4% | +3.6% | +0.7% |
| 30D | +8.4% | -2.4% | +10.9% | +8.8% |
| 3M | +11.8% | +34.6% | -22.8% | +6.0% |
| 6M | +5.7% | +15.2% | -9.5% | +2.5% |
| YTD | -9.7% | -4.4% | -5.3% | -9.9% |
| 1Y | -12.5% | -17.4% | +5.0% | -10.9% |
| 3Y | +21.8% | +54.5% | -32.6% | +8.8% |
| All | +9.7% | -48.0% | +57.7% | +0.2% |
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