-45.4%
TOST vs SPXU
-87.0%
+41.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -3.6% |
| 7D | -3.6% | +1.5% | -5.1% | -2.4% |
| 30D | +8.9% | +6.4% | +2.5% | +13.8% |
| 3M | -2.2% | +4.2% | -6.5% | +1.3% |
| 6M | +41.0% | -7.8% | +48.7% | +37.0% |
| YTD | -4.0% | -27.5% | +23.6% | -18.3% |
| 1Y | -9.6% | -27.1% | +17.6% | -22.3% |
| 3Y | +141.7% | -80.8% | +222.5% | +2.9% |
| 5Y | -29.5% | -84.1% | +54.6% | -58.3% |
| All | -45.4% | -87.0% | +41.5% | -70.9% |
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