+83.1%
SPY vs TOST
-47.1%
+130.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | -0.6% | +3.0% | -3.5% | -1.0% |
| 30D | -3.7% | +10.3% | -13.9% | -5.2% |
| 3M | -2.7% | -3.3% | +0.5% | -2.5% |
| 6M | +2.2% | +37.8% | -35.6% | -3.3% |
| YTD | +10.8% | -2.8% | +13.6% | +9.8% |
| 1Y | +11.2% | -9.6% | +20.8% | +11.4% |
| 3Y | +76.5% | +144.6% | -68.2% | +48.5% |
| 5Y | +72.9% | -31.0% | +103.9% | +53.0% |
| All | +83.1% | -47.1% | +130.2% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling