+80.3%
GM vs TOST
-48.0%
+128.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 1Y | +52.6% | -17.4% | +70.0% | +55.7% |
| 3Y | +169.7% | +54.5% | +115.2% | +132.1% |
| All | +80.3% | -48.0% | +128.3% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling