-46.4%
TOST vs SPXU
-86.8%
+40.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.1% |
| 7D | -4.7% | -9.4% | +4.7% | -10.1% |
| 30D | +8.5% | +7.4% | +1.1% | +14.2% |
| 3M | -1.6% | +6.2% | -7.8% | +3.2% |
| 6M | +44.1% | -7.2% | +51.3% | +40.5% |
| YTD | -5.6% | -26.8% | +21.2% | -19.1% |
| 1Y | -12.6% | -26.3% | +13.7% | -24.3% |
| 3Y | +137.6% | -80.6% | +218.2% | +1.8% |
| 5Y | -30.4% | -83.6% | +53.2% | -57.8% |
| All | -46.4% | -86.8% | +40.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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