-45.7%
TOST vs GAP
+16.6%
-62.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.4% | -4.5% | +1.1% | -2.0% |
| 30D | -2.4% | +9.0% | -11.5% | -5.5% |
| 3M | +34.6% | +5.0% | +29.6% | +31.9% |
| 6M | +15.2% | -17.8% | +33.0% | +20.0% |
| YTD | -4.4% | -10.4% | +6.0% | -3.5% |
| 1Y | -17.4% | -3.4% | -14.0% | -19.2% |
| 3Y | +54.5% | +111.5% | -57.0% | -2.8% |
| All | -45.7% | +16.6% | -62.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling