-40.6%
TOST vs SPXS
-81.6%
+41.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.9% |
| 7D | +9.4% | +7.5% | +1.9% | +14.8% |
| 30D | +13.5% | +17.5% | -4.0% | +26.0% |
| 3M | -0.1% | +14.7% | -14.8% | +9.6% |
| 6M | +22.5% | -0.1% | +22.6% | +24.4% |
| YTD | -2.4% | -19.7% | +17.4% | -11.6% |
| 1Y | -4.7% | -23.6% | +18.9% | -15.8% |
| 3Y | +103.2% | -79.2% | +182.4% | -9.3% |
| All | -40.6% | -81.6% | +41.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling