+25.1%
GILD vs TOST
-19.3%
+44.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -5.4% | +0.6% | -4.6% |
| 30D | +5.8% | -5.7% | +11.5% | +6.0% |
| 3M | +14.9% | +30.1% | -15.2% | +13.9% |
| 6M | -0.4% | +11.9% | -12.3% | -0.8% |
| YTD | +18.5% | -9.5% | +28.1% | +20.0% |
| 1Y | +25.1% | -21.3% | +46.4% | +31.5% |
| All | +25.1% | -19.3% | +44.5% | +31.5% |
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