-46.4%
TOST vs GEN
+31.8%
-78.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -3.3% |
| 30D | +8.5% | +24.7% | -16.2% | -3.6% |
| 3M | -1.6% | +4.1% | -5.7% | -5.2% |
| 6M | +44.1% | +36.0% | +8.1% | +19.4% |
| YTD | -5.6% | +10.9% | -16.5% | -12.9% |
| 1Y | -12.6% | +12.2% | -24.7% | -19.8% |
| 3Y | +137.6% | +63.3% | +74.3% | +69.4% |
| 5Y | -30.4% | +29.0% | -59.4% | -49.0% |
| All | -46.4% | +31.8% | -78.1% | -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