-45.7%
TOST vs SPY
+88.4%
-134.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | +34.6% | +2.0% | +32.6% | +29.1% |
| 6M | +15.2% | +13.0% | +2.2% | -9.6% |
| YTD | -4.4% | +13.5% | -17.9% | -25.5% |
| 1Y | -17.4% | +20.0% | -37.4% | -42.1% |
| 3Y | +54.5% | +77.2% | -22.7% | -50.9% |
| All | -45.7% | +88.4% | -134.1% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling