-46.7%
TOST vs SPYG
+91.3%
-138.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.3% |
| 7D | -0.9% | +1.2% | -2.1% | -2.6% |
| 30D | -3.5% | -1.6% | -1.9% | -1.5% |
| 3M | +38.1% | +3.4% | +34.8% | +30.0% |
| 6M | +9.9% | +18.9% | -9.0% | -17.2% |
| YTD | -6.3% | +13.8% | -20.0% | -24.4% |
| 1Y | -18.3% | +20.6% | -38.9% | -40.2% |
| 3Y | +59.7% | +100.5% | -40.8% | -51.4% |
| All | -46.7% | +91.3% | -138.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling