+110.2%
SPOT vs TOST
-38.4%
+148.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +1.6% | +9.4% | -7.8% | -1.6% |
| 30D | +17.6% | +13.5% | +4.1% | +12.4% |
| 3M | +26.9% | -0.1% | +27.1% | +26.8% |
| 6M | +41.8% | +22.5% | +19.3% | +30.4% |
| YTD | +3.8% | -2.4% | +6.2% | +2.8% |
| 1Y | -2.5% | -4.7% | +2.2% | -3.0% |
| 3Y | +260.6% | +103.2% | +157.3% | +147.6% |
| All | +110.2% | -38.4% | +148.6% | +76.1% |
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 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