+249.7%
SPOT vs TOST
+138.1%
+111.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.6% | -4.7% | +2.1% | -1.4% |
| 30D | +13.5% | +8.5% | +5.0% | +11.1% |
| 3M | +22.2% | -1.6% | +23.8% | +22.6% |
| 6M | +38.3% | +44.1% | -5.8% | +26.5% |
| YTD | +3.1% | -5.6% | +8.7% | +2.9% |
| 1Y | -7.6% | -12.6% | +5.0% | -6.5% |
| All | +249.7% | +138.1% | +111.6% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling