+103.2%
TOST vs SPG
+124.5%
-21.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.0% |
| 7D | +9.4% | +4.9% | +4.5% | +5.6% |
| 30D | +13.5% | +15.6% | -2.1% | +1.7% |
| 3M | -0.1% | +4.1% | -4.2% | -3.2% |
| 6M | +22.5% | +13.6% | +8.9% | +10.5% |
| YTD | -2.4% | +27.5% | -29.9% | -20.4% |
| 1Y | -4.7% | +32.2% | -36.9% | -24.5% |
| 3Y | +103.2% | +126.0% | -22.8% | -9.1% |
| All | +103.2% | +124.5% | -21.3% | -9.1% |
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