+620.7%
GEV vs TOST
+36.9%
+583.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -3.4% | +6.7% | +4.3% |
| 30D | -7.5% | -2.4% | -5.0% | -7.1% |
| 3M | -2.2% | +34.6% | -36.8% | -11.0% |
| 6M | +12.1% | +15.2% | -3.1% | +5.6% |
| YTD | +44.4% | -4.4% | +48.8% | +44.3% |
| 1Y | +57.7% | -17.4% | +75.1% | +66.5% |
| All | +620.7% | +36.9% | +583.8% | +516.7% |
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 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