-45.4%
TOST vs SPG
+131.3%
-176.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.6% | +2.7% | -6.3% | -6.1% |
| 30D | +8.9% | +16.6% | -7.7% | -5.8% |
| 3M | -2.2% | +8.1% | -10.3% | -9.2% |
| 6M | +41.0% | +19.3% | +21.6% | +18.3% |
| YTD | -4.0% | +31.1% | -35.1% | -27.2% |
| 1Y | -9.6% | +32.8% | -42.4% | -32.3% |
| 3Y | +141.7% | +135.8% | +5.9% | -4.2% |
| 5Y | -29.5% | +85.1% | -114.6% | -64.4% |
| All | -45.4% | +131.3% | -176.7% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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