+103.2%
TOST vs SPY
+75.1%
+28.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | +9.4% | -2.7% | +12.1% | +13.3% |
| 30D | +13.5% | -5.4% | +18.9% | +22.2% |
| 3M | -0.1% | -4.1% | +3.9% | +5.3% |
| 6M | +22.5% | +0.7% | +21.8% | +19.7% |
| YTD | -2.4% | +8.7% | -11.0% | -14.9% |
| 1Y | -4.7% | +10.9% | -15.6% | -19.4% |
| 3Y | +103.2% | +75.0% | +28.2% | -33.2% |
| All | +103.2% | +75.1% | +28.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling