-44.4%
TOST vs SPXU
-86.6%
+42.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | -4.0% |
| 7D | +4.0% | -1.5% | +5.5% | +3.6% |
| 30D | +11.1% | +9.7% | +1.4% | +18.3% |
| 3M | +0.8% | +8.4% | -7.6% | +7.1% |
| 6M | +38.8% | -5.7% | +44.5% | +36.6% |
| YTD | -2.1% | -25.4% | +23.4% | -15.2% |
| 1Y | -6.0% | -28.9% | +22.9% | -20.5% |
| 3Y | +149.8% | -81.2% | +231.0% | +4.7% |
| 5Y | -42.8% | -83.3% | +40.5% | -64.8% |
| All | -44.4% | -86.6% | +42.2% | -69.9% |
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