-46.4%
TOST vs SPG
+130.1%
-176.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | -4.7% | +3.1% | -7.8% | -7.5% |
| 30D | +8.5% | +16.4% | -7.9% | -6.0% |
| 3M | -1.6% | +7.1% | -8.6% | -7.8% |
| 6M | +44.1% | +16.1% | +28.0% | +24.4% |
| YTD | -5.6% | +30.4% | -36.0% | -28.1% |
| 1Y | -12.6% | +33.0% | -45.6% | -34.7% |
| 3Y | +137.6% | +134.6% | +2.9% | -5.4% |
| 5Y | -30.4% | +84.9% | -115.3% | -64.8% |
| All | -46.4% | +130.1% | -176.5% | -76.8% |
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