-45.7%
TOST vs SPG
+104.1%
-149.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +1.0% |
| 7D | -3.4% | -2.4% | -1.0% | -1.2% |
| 30D | -2.4% | -6.8% | +4.4% | +4.2% |
| 3M | +34.6% | +2.7% | +31.9% | +30.7% |
| 6M | +15.2% | +5.5% | +9.7% | +7.8% |
| YTD | -4.4% | +15.7% | -20.1% | -18.5% |
| 1Y | -17.4% | +20.9% | -38.3% | -32.8% |
| 3Y | +54.5% | +112.4% | -57.9% | -32.6% |
| All | -45.7% | +104.1% | -149.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling