+510.2%
GEV vs TOST
+39.2%
+471.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -13.2% | +3.0% | -16.1% | -13.9% |
| 30D | -20.6% | +10.3% | -30.9% | -22.9% |
| 3M | -19.5% | -3.3% | -16.2% | -19.4% |
| 6M | -23.3% | +37.8% | -61.1% | -31.4% |
| YTD | +22.2% | -2.8% | +25.0% | +21.0% |
| 1Y | +37.8% | -9.6% | +47.4% | +40.5% |
| All | +510.2% | +39.2% | +471.0% | +417.1% |
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