+23.2%
TOST vs SPY
+2.1%
+21.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.6% |
| 7D | +11.6% | -4.7% | +16.3% | +14.2% |
| 30D | +16.2% | -5.9% | +22.1% | +19.7% |
| 3M | +1.0% | -4.5% | +5.6% | +3.4% |
| 6M | +23.2% | +1.8% | +21.4% | +28.0% |
| All | +23.2% | +2.1% | +21.1% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling