-45.7%
TOST vs SPMO
+156.1%
-201.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.7% |
| 7D | -3.4% | +2.0% | -5.4% | -5.5% |
| 30D | -2.4% | -0.4% | -2.1% | -2.5% |
| 3M | +34.6% | -1.9% | +36.5% | +31.4% |
| 6M | +15.2% | +25.0% | -9.8% | -21.6% |
| YTD | -4.4% | +26.0% | -30.4% | -35.7% |
| 1Y | -17.4% | +28.7% | -46.1% | -46.4% |
| 3Y | +54.5% | +160.9% | -106.5% | -69.7% |
| All | -45.7% | +156.1% | -201.8% | -87.7% |
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