+177.7%
GM vs TOST
+62.0%
+115.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.9% | -3.4% | +5.4% | +2.6% |
| 30D | -1.4% | -2.4% | +1.1% | -1.0% |
| 3M | +5.9% | +34.6% | -28.7% | -0.5% |
| 6M | +12.4% | +15.2% | -2.8% | +8.1% |
| YTD | +8.6% | -4.4% | +13.0% | +8.2% |
| 1Y | +52.6% | -17.4% | +70.0% | +56.4% |
| All | +177.7% | +62.0% | +115.7% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling