+76.3%
GM vs TOST
-49.0%
+125.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -1.8% | -3.5% | +1.6% | -1.2% |
| 3M | +2.6% | +38.1% | -35.5% | -4.1% |
| 6M | +14.6% | +9.9% | +4.6% | +11.3% |
| YTD | +6.2% | -6.3% | +12.4% | +5.9% |
| 1Y | +48.7% | -18.3% | +67.0% | +52.0% |
| 3Y | +168.3% | +59.7% | +108.6% | +129.5% |
| All | +76.3% | -49.0% | +125.2% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling