-44.4%
TOST vs SPXS
-86.5%
+42.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | -4.0% |
| 7D | +4.0% | -1.5% | +5.5% | +3.6% |
| 30D | +11.1% | +9.6% | +1.4% | +18.3% |
| 3M | +0.8% | +8.5% | -7.6% | +7.1% |
| 6M | +38.8% | -5.8% | +44.6% | +36.7% |
| YTD | -2.1% | -25.4% | +23.3% | -15.1% |
| 1Y | -6.0% | -28.8% | +22.8% | -20.4% |
| 3Y | +149.8% | -80.9% | +230.7% | +5.9% |
| 5Y | -42.8% | -83.1% | +40.3% | -64.5% |
| All | -44.4% | -86.5% | +42.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling