+113.3%
SPOT vs TOST
-30.2%
+143.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -2.6% | -4.7% | +2.1% | -0.9% |
| 30D | +13.5% | +8.5% | +5.0% | +10.1% |
| 3M | +22.2% | -1.6% | +23.8% | +22.7% |
| 6M | +38.3% | +44.1% | -5.8% | +20.6% |
| YTD | +3.1% | -5.6% | +8.7% | +3.2% |
| 1Y | -7.6% | -12.6% | +5.0% | -5.3% |
| 3Y | +250.0% | +137.6% | +112.5% | +124.9% |
| 5Y | +113.3% | -30.4% | +143.7% | +81.6% |
| All | +113.3% | -30.2% | +143.5% | +81.6% |
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