-4.7%
TOST vs SPY
+9.9%
-14.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | +9.4% | -2.7% | +12.1% | +11.9% |
| 30D | +13.5% | -5.4% | +18.9% | +19.2% |
| 3M | -0.1% | -4.1% | +3.9% | +3.4% |
| 6M | +22.5% | +0.7% | +21.8% | +20.2% |
| YTD | -2.4% | +8.7% | -11.0% | -11.7% |
| 1Y | -4.7% | +10.9% | -15.6% | -16.3% |
| All | -4.7% | +9.9% | -14.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling