+56.7%
TOST vs SPG
+112.6%
-55.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -1.6% |
| 30D | -2.4% | -6.8% | +4.4% | +2.9% |
| 3M | +34.6% | +2.7% | +31.9% | +31.5% |
| 6M | +15.2% | +5.5% | +9.7% | +9.2% |
| YTD | -4.4% | +15.7% | -20.1% | -16.3% |
| 1Y | -17.4% | +20.9% | -38.3% | -30.5% |
| All | +56.7% | +112.6% | -55.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling