+88.2%
SPYM vs TOST
-48.0%
+136.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +0.1% | -3.4% | +3.5% | +0.6% |
| 30D | +0.1% | -2.4% | +2.5% | +0.4% |
| 3M | +2.0% | +34.6% | -32.6% | -2.7% |
| 6M | +13.1% | +15.2% | -2.1% | +9.8% |
| YTD | +13.6% | -4.4% | +18.0% | +13.1% |
| 1Y | +20.1% | -17.4% | +37.5% | +21.8% |
| 3Y | +77.6% | +54.5% | +23.1% | +59.7% |
| All | +88.2% | -48.0% | +136.2% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling