+103.2%
TOST vs SPMO
+116.1%
-12.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.4% |
| 7D | +9.4% | -8.7% | +18.1% | +15.2% |
| 30D | +13.5% | -18.7% | +32.2% | +28.6% |
| 3M | -0.1% | -16.4% | +16.3% | +10.5% |
| 6M | +22.5% | -11.9% | +34.3% | +23.9% |
| YTD | -2.4% | +4.9% | -7.3% | -18.4% |
| 1Y | -4.7% | +6.2% | -10.9% | -21.6% |
| 3Y | +103.2% | +115.1% | -11.9% | -31.2% |
| All | +103.2% | +116.1% | -12.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling