+42.6%
GEV vs TOST
-11.6%
+54.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.1% |
| 7D | +6.2% | -4.7% | +10.9% | +5.6% |
| 30D | -18.4% | +8.5% | -26.9% | -17.6% |
| 3M | -21.2% | -1.6% | -19.7% | -21.0% |
| 6M | -23.6% | +44.1% | -67.7% | -21.4% |
| YTD | +25.5% | -5.6% | +31.1% | +27.8% |
| 1Y | +42.6% | -12.6% | +55.2% | +49.7% |
| All | +42.6% | -11.6% | +54.2% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling