+68.3%
SPYM vs TOST
-38.4%
+106.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -2.7% | +9.4% | -12.1% | -4.0% |
| 30D | -5.4% | +13.5% | -18.8% | -7.3% |
| 3M | -4.1% | -0.1% | -3.9% | -4.3% |
| 6M | +0.8% | +22.5% | -21.7% | -3.2% |
| YTD | +8.8% | -2.4% | +11.1% | +7.7% |
| 1Y | +11.0% | -4.7% | +15.7% | +10.2% |
| 3Y | +75.5% | +103.2% | -27.7% | +50.8% |
| All | +68.3% | -38.4% | +106.7% | +52.1% |
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