-17.4%
TOST vs SPMO
+29.9%
-47.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | -2.4% | -0.4% | -2.1% | -2.5% |
| 3M | +34.6% | -1.9% | +36.5% | +33.6% |
| 6M | +15.2% | +25.0% | -9.8% | +0.4% |
| YTD | -4.4% | +26.0% | -30.4% | -17.2% |
| 1Y | -17.4% | +28.7% | -46.1% | -28.4% |
| All | -17.4% | +29.9% | -47.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling