-46.7%
TOST vs SPMO
+157.4%
-204.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.5% |
| 7D | -0.9% | +3.4% | -4.3% | -4.5% |
| 30D | -3.5% | +0.5% | -4.0% | -4.5% |
| 3M | +38.1% | +1.9% | +36.2% | +29.1% |
| 6M | +9.9% | +27.8% | -17.9% | -27.4% |
| YTD | -6.3% | +26.7% | -32.9% | -37.3% |
| 1Y | -18.3% | +28.9% | -47.2% | -47.0% |
| 3Y | +59.7% | +160.7% | -100.9% | -68.5% |
| All | -46.7% | +157.4% | -204.1% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling