+139.2%
GILD vs TOST
-50.8%
+190.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | +14.9% | +30.1% | -15.2% | +13.4% |
| 6M | -0.4% | +11.9% | -12.3% | -1.1% |
| YTD | +18.5% | -9.5% | +28.1% | +18.7% |
| 1Y | +25.1% | -21.3% | +46.4% | +26.0% |
| 3Y | +105.9% | +50.7% | +55.2% | +98.0% |
| All | +139.2% | -50.8% | +190.0% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling