-45.4%
TOST vs GEN
+36.0%
-81.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.2% |
| 30D | +8.9% | +31.2% | -22.3% | -5.7% |
| 3M | -2.2% | +6.1% | -8.3% | -6.6% |
| 6M | +41.0% | +38.1% | +2.9% | +16.1% |
| YTD | -4.0% | +14.4% | -18.4% | -12.7% |
| 1Y | -9.6% | +15.1% | -24.7% | -18.1% |
| 3Y | +141.7% | +68.5% | +73.2% | +69.7% |
| 5Y | -29.5% | +35.8% | -65.3% | -48.7% |
| All | -45.4% | +36.0% | -81.4% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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