-44.5%
TOST vs SPG
+129.5%
-174.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.7% |
| 7D | 0.0% | +2.0% | -2.0% | -1.9% |
| 30D | +16.2% | +17.2% | -1.1% | 0.0% |
| 3M | -1.5% | +6.3% | -7.9% | -7.2% |
| 6M | +55.3% | +18.7% | +36.6% | +31.2% |
| YTD | -2.3% | +30.1% | -32.4% | -25.5% |
| 1Y | -5.5% | +32.8% | -38.3% | -29.3% |
| 3Y | +151.1% | +133.6% | +17.5% | +0.5% |
| 5Y | -27.9% | +84.4% | -112.3% | -63.5% |
| All | -44.5% | +129.5% | -174.0% | -75.9% |
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