-9.6%
TOST vs SPYG
+9.1%
-18.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.0% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | +8.9% | -7.2% | +16.1% | +13.0% |
| 3M | -2.2% | -4.6% | +2.4% | -0.1% |
| 6M | +41.0% | -1.2% | +42.2% | +41.2% |
| YTD | -4.0% | +9.3% | -13.3% | -10.4% |
| 1Y | -9.6% | +8.8% | -18.4% | -15.5% |
| All | -9.6% | +9.1% | -18.6% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling