+107.5%
GILD vs TOST
+51.2%
+56.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -4.2% | -5.9% | +1.6% | -4.0% |
| 30D | +6.7% | -8.4% | +15.1% | +7.1% |
| 3M | +20.0% | +31.4% | -11.5% | +18.4% |
| 6M | -1.3% | +10.5% | -11.8% | -2.0% |
| YTD | +19.4% | -10.1% | +29.5% | +19.8% |
| 1Y | +28.9% | -19.9% | +48.9% | +30.0% |
| All | +107.5% | +51.2% | +56.2% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling