+67.3%
SPY vs TOST
-41.7%
+109.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -4.7% | +11.6% | -16.3% | -6.3% |
| 30D | -5.9% | +16.2% | -22.1% | -8.2% |
| 3M | -4.5% | +1.0% | -5.6% | -5.0% |
| 6M | +1.8% | +23.2% | -21.4% | -2.3% |
| YTD | +8.3% | -1.0% | +9.3% | +7.0% |
| 1Y | +9.3% | -9.9% | +19.2% | +9.6% |
| 3Y | +74.9% | +101.0% | -26.2% | +50.4% |
| 5Y | +67.3% | -40.4% | +107.7% | +49.9% |
| All | +67.3% | -41.7% | +109.0% | +49.9% |
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