+425.9%
GE vs TOST
-46.1%
+472.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | +0.5% | +11.6% | -11.1% | -1.3% |
| 30D | +1.7% | +16.2% | -14.5% | -1.0% |
| 3M | -17.3% | +1.0% | -18.4% | -17.6% |
| 6M | +10.1% | +23.2% | -13.1% | +5.4% |
| YTD | +2.6% | -1.0% | +3.6% | +1.2% |
| 1Y | +3.7% | -9.9% | +13.6% | +3.9% |
| 3Y | +268.3% | +101.0% | +167.3% | +214.5% |
| 5Y | +376.2% | -40.4% | +416.6% | +326.7% |
| All | +425.9% | -46.1% | +472.0% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling