-44.5%
TOST vs SPY
+80.3%
-124.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -2.0% |
| 7D | +9.4% | -2.7% | +12.1% | +14.5% |
| 30D | +13.5% | -5.4% | +18.9% | +24.8% |
| 3M | -0.1% | -4.1% | +3.9% | +6.9% |
| 6M | +22.5% | +0.7% | +21.8% | +18.7% |
| YTD | -2.4% | +8.7% | -11.0% | -18.1% |
| 1Y | -4.7% | +10.9% | -15.6% | -23.1% |
| 3Y | +103.2% | +75.0% | +28.2% | -35.4% |
| 5Y | -41.2% | +67.8% | -109.0% | -76.6% |
| All | -44.5% | +80.3% | -124.8% | -80.6% |
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