-44.5%
TOST vs GAP
+12.5%
-57.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.1% |
| 7D | +9.4% | -3.8% | +13.2% | +10.7% |
| 30D | +13.5% | -9.0% | +22.5% | +16.8% |
| 3M | -0.1% | +5.5% | -5.6% | -2.5% |
| 6M | +22.5% | -11.1% | +33.5% | +25.1% |
| YTD | -2.4% | -13.6% | +11.2% | -0.6% |
| 1Y | -4.7% | -2.9% | -1.8% | -7.0% |
| 3Y | +103.2% | +69.6% | +33.6% | +41.3% |
| 5Y | -41.2% | +5.4% | -46.6% | -63.0% |
| All | -44.5% | +12.5% | -57.0% | -65.2% |
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