-44.4%
TOST vs SPMO
+122.5%
-166.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -4.1% |
| 7D | +4.0% | -1.9% | +6.0% | +5.3% |
| 30D | +11.1% | -14.1% | +25.1% | +28.2% |
| 3M | +0.8% | -13.1% | +13.9% | +13.9% |
| 6M | +38.8% | -9.4% | +48.2% | +41.1% |
| YTD | -2.1% | +9.5% | -11.6% | -25.2% |
| 1Y | -6.0% | +10.5% | -16.5% | -29.4% |
| 3Y | +149.8% | +124.4% | +25.4% | -43.4% |
| 5Y | -42.8% | +110.5% | -153.3% | -84.2% |
| All | -44.4% | +122.5% | -166.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling