+39.4%
GM vs TOST
+2.2%
+37.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +3.8% |
| 7D | +12.1% | +10.7% | +1.3% | +10.5% |
| 30D | +15.2% | +17.7% | -2.5% | +12.5% |
| 3M | +4.9% | +4.6% | +0.3% | +4.0% |
| 6M | +22.6% | +20.3% | +2.4% | +18.4% |
| YTD | +14.4% | -0.4% | +14.8% | +13.6% |
| 1Y | +39.4% | -0.8% | +40.2% | +38.1% |
| All | +39.4% | +2.2% | +37.2% | +38.1% |
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 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