+396.0%
GE vs TOST
-40.0%
+436.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +6.3% | +4.0% | +2.2% | +5.5% |
| 30D | +8.9% | +11.1% | -2.2% | +6.7% |
| 3M | -9.2% | +0.8% | -10.0% | -9.6% |
| 6M | +13.2% | +38.8% | -25.6% | +6.3% |
| YTD | +9.4% | -2.1% | +11.5% | +8.1% |
| 1Y | +9.8% | -6.0% | +15.8% | +9.2% |
| 3Y | +278.2% | +149.8% | +128.4% | +209.9% |
| 5Y | +396.0% | -42.8% | +438.8% | +368.6% |
| All | +396.0% | -40.0% | +436.0% | +368.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling