+142.7%
TOST vs SPXU
-80.8%
+223.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.2% |
| 7D | -4.7% | -9.4% | +4.7% | -8.9% |
| 30D | +8.5% | +7.4% | +1.1% | +13.1% |
| 3M | -1.6% | +6.2% | -7.8% | +2.3% |
| 6M | +44.1% | -7.2% | +51.3% | +41.7% |
| YTD | -5.6% | -26.8% | +21.2% | -16.2% |
| 1Y | -12.6% | -26.3% | +13.7% | -21.6% |
| All | +142.7% | -80.8% | +223.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling