-45.7%
TOST vs SPYG
+92.2%
-137.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.0% |
| 3M | +34.6% | +0.5% | +34.1% | +31.8% |
| 6M | +15.2% | +17.5% | -2.3% | -11.5% |
| YTD | -4.4% | +14.3% | -18.7% | -23.4% |
| 1Y | -17.4% | +21.7% | -39.1% | -40.4% |
| 3Y | +54.5% | +98.6% | -44.2% | -52.1% |
| All | -45.7% | +92.2% | -137.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling