+142.7%
TOST vs GAP
+72.0%
+70.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -4.7% | -5.2% | +0.5% | -3.6% |
| 30D | +8.5% | -6.9% | +15.4% | +10.1% |
| 3M | -1.6% | +5.7% | -7.3% | -3.1% |
| 6M | +44.1% | +0.9% | +43.2% | +42.2% |
| YTD | -5.6% | -14.5% | +8.9% | -4.1% |
| 1Y | -12.6% | -12.1% | -0.5% | -11.9% |
| All | +142.7% | +72.0% | +70.7% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling