-44.5%
TOST vs SPG
+125.0%
-169.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.2% |
| 7D | +9.4% | +4.9% | +4.5% | +4.7% |
| 30D | +13.5% | +15.6% | -2.1% | -1.0% |
| 3M | -0.1% | +4.1% | -4.2% | -3.9% |
| 6M | +22.5% | +13.6% | +8.9% | +7.7% |
| YTD | -2.4% | +27.5% | -29.9% | -24.0% |
| 1Y | -4.7% | +32.2% | -36.9% | -28.5% |
| 3Y | +103.2% | +126.0% | -22.8% | -15.9% |
| 5Y | -41.2% | +74.7% | -116.0% | -68.4% |
| All | -44.5% | +125.0% | -169.6% | -75.5% |
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