+440.1%
GE vs TOST
-46.9%
+487.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | +7.1% | +9.4% | -2.3% | +5.5% |
| 30D | +6.5% | +13.5% | -7.0% | +4.1% |
| 3M | -13.6% | -0.1% | -13.4% | -13.8% |
| 6M | +6.0% | +22.5% | -16.5% | +1.6% |
| YTD | +5.4% | -2.4% | +7.7% | +4.2% |
| 1Y | +6.5% | -4.7% | +11.2% | +5.6% |
| 3Y | +268.6% | +103.2% | +165.4% | +214.2% |
| 5Y | +389.0% | -41.2% | +430.3% | +339.3% |
| All | +440.1% | -46.9% | +487.0% | +383.0% |
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