+76.7%
GM vs TOST
-46.9%
+123.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +3.6% | +16.2% | -12.6% | +0.3% |
| 3M | -0.2% | -1.5% | +1.3% | -0.2% |
| 6M | +13.9% | +55.3% | -41.4% | +3.7% |
| YTD | +6.5% | -2.3% | +8.8% | +5.1% |
| 1Y | +20.7% | -5.5% | +26.2% | +19.9% |
| 3Y | +229.5% | +151.1% | +78.3% | +157.9% |
| 5Y | +41.5% | -27.9% | +69.5% | +12.3% |
| All | +76.7% | -46.9% | +123.6% | +38.5% |
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