+77.7%
SPY vs TOST
+146.3%
-68.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.9% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -2.0% | +16.2% | -18.2% | -4.2% |
| 3M | -2.8% | -1.5% | -1.2% | -2.8% |
| 6M | +2.1% | +55.3% | -53.2% | -5.1% |
| YTD | +11.5% | -2.3% | +13.8% | +10.7% |
| 1Y | +13.5% | -5.5% | +19.0% | +13.2% |
| 3Y | +77.7% | +151.1% | -73.4% | +56.4% |
| All | +77.7% | +146.3% | -68.6% | +56.4% |
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