-31.0%
TOST vs SPY
+72.2%
-103.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.1% |
| 7D | +3.0% | -0.6% | +3.5% | +3.5% |
| 30D | +10.3% | -3.7% | +13.9% | +17.2% |
| 3M | -3.3% | -2.7% | -0.5% | +0.9% |
| 6M | +37.8% | +2.2% | +35.6% | +30.5% |
| YTD | -2.8% | +10.8% | -13.6% | -21.3% |
| 1Y | -9.6% | +11.2% | -20.8% | -27.4% |
| 3Y | +144.6% | +76.5% | +68.2% | -22.9% |
| 5Y | -31.0% | +72.9% | -103.9% | -73.9% |
| All | -31.0% | +72.2% | -103.2% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling