+142.5%
GILD vs TOST
-50.3%
+192.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -2.6% | -4.7% | +2.0% | -2.4% |
| 30D | +9.5% | -9.1% | +18.5% | +10.0% |
| 3M | +16.8% | +29.8% | -13.0% | +15.3% |
| 6M | +0.6% | +10.0% | -9.5% | -0.1% |
| YTD | +20.1% | -8.6% | +28.7% | +20.3% |
| 1Y | +29.1% | -20.7% | +49.8% | +30.0% |
| 3Y | +111.5% | +55.7% | +55.8% | +103.0% |
| All | +142.5% | -50.3% | +192.7% | +127.9% |
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 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