+21.1%
GM vs TOST
-11.6%
+32.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -3.4% | -4.7% | +1.2% | -2.8% |
| 30D | +2.7% | +8.5% | -5.8% | +1.5% |
| 3M | -0.4% | -1.6% | +1.2% | -0.4% |
| 6M | +13.3% | +44.1% | -30.8% | +8.7% |
| YTD | +6.8% | -5.6% | +12.4% | +6.6% |
| 1Y | +21.1% | -12.6% | +33.7% | +25.0% |
| All | +21.1% | -11.6% | +32.7% | +25.0% |
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