-45.7%
TOST vs SPXS
-87.3%
+41.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.4% | +0.8% | -3.3% | -1.8% |
| 3M | +34.6% | -4.7% | +39.3% | +32.2% |
| 6M | +15.2% | -29.6% | +44.8% | -5.6% |
| YTD | -4.4% | -29.8% | +25.4% | -20.9% |
| 1Y | -17.4% | -38.9% | +21.5% | -36.6% |
| 3Y | +54.5% | -79.6% | +134.1% | -30.1% |
| All | -45.7% | -87.3% | +41.6% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling