-28.6%
TOST vs SPG
+85.9%
-114.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | +3.0% | +5.6% | -2.6% | -2.2% |
| 30D | +10.3% | +17.6% | -7.3% | -5.3% |
| 3M | -3.3% | +7.5% | -10.7% | -9.7% |
| 6M | +37.8% | +18.5% | +19.3% | +16.5% |
| YTD | -2.8% | +30.9% | -33.7% | -26.2% |
| 1Y | -9.6% | +34.1% | -43.7% | -33.0% |
| 3Y | +144.6% | +135.5% | +9.1% | -3.0% |
| All | -28.6% | +85.9% | -114.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling