+464.6%
GE vs TOST
-47.1%
+511.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +5.4% | +3.0% | +2.4% | +4.8% |
| 30D | +9.6% | +10.3% | -0.6% | +7.7% |
| 3M | -7.7% | -3.3% | -4.4% | -7.4% |
| 6M | +14.0% | +37.8% | -23.8% | +7.4% |
| YTD | +10.2% | -2.8% | +13.0% | +9.0% |
| 1Y | +8.9% | -9.6% | +18.5% | +9.1% |
| 3Y | +273.7% | +144.6% | +129.0% | +209.9% |
| 5Y | +410.2% | -31.0% | +441.2% | +353.8% |
| All | +464.6% | -47.1% | +511.7% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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