-45.4%
TOST vs GAP
+12.8%
-58.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -3.6% | -9.3% | +5.8% | -0.6% |
| 30D | +8.9% | -5.5% | +14.4% | +10.7% |
| 3M | -2.2% | +3.5% | -5.7% | -4.0% |
| 6M | +41.0% | +0.7% | +40.3% | +38.1% |
| YTD | -4.0% | -13.4% | +9.4% | -2.4% |
| 1Y | -9.6% | -7.7% | -1.9% | -10.3% |
| 3Y | +141.7% | +74.4% | +67.2% | +65.9% |
| 5Y | -29.5% | +5.3% | -34.8% | -55.8% |
| All | -45.4% | +12.8% | -58.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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