-27.7%
TOST vs SPXU
-83.3%
+55.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +4.2% |
| 7D | 0.0% | -7.6% | +7.6% | -4.6% |
| 30D | +16.2% | +5.3% | +10.9% | +20.6% |
| 3M | -1.5% | +9.6% | -11.2% | +5.2% |
| 6M | +55.3% | -4.5% | +59.8% | +54.2% |
| YTD | -2.3% | -25.9% | +23.5% | -15.7% |
| 1Y | -5.5% | -28.9% | +23.3% | -20.2% |
| 3Y | +151.1% | -80.5% | +231.6% | +8.3% |
| All | -27.7% | -83.3% | +55.5% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling