-42.8%
TOST vs GEN
+27.3%
-70.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.2% |
| 30D | +11.1% | +28.2% | -17.1% | -3.1% |
| 3M | +0.8% | +2.6% | -1.8% | -2.0% |
| 6M | +38.8% | +32.7% | +6.1% | +16.0% |
| YTD | -2.1% | +11.3% | -13.3% | -10.0% |
| 1Y | -6.0% | +17.9% | -24.0% | -16.6% |
| 3Y | +149.8% | +66.3% | +83.5% | +72.9% |
| 5Y | -42.8% | +31.7% | -74.4% | -61.5% |
| All | -42.8% | +27.3% | -70.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling