-45.7%
TOST vs SPXU
-87.4%
+41.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.4% | +0.8% | -3.3% | -1.9% |
| 3M | +34.6% | -4.7% | +39.3% | +32.2% |
| 6M | +15.2% | -29.6% | +44.8% | -5.6% |
| YTD | -4.4% | -29.9% | +25.5% | -21.0% |
| 1Y | -17.4% | -39.1% | +21.7% | -36.7% |
| 3Y | +54.5% | -80.0% | +134.5% | -31.2% |
| All | -45.7% | -87.4% | +41.7% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling