-43.8%
TOST vs GEN
+35.8%
-79.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +11.6% | +8.5% | +3.1% | +7.3% |
| 30D | +16.2% | +34.2% | -18.0% | -0.5% |
| 3M | +1.0% | +10.0% | -8.9% | -5.4% |
| 6M | +23.2% | +56.8% | -33.6% | -7.3% |
| YTD | -1.0% | +14.2% | -15.2% | -9.9% |
| 1Y | -9.9% | +20.8% | -30.7% | -20.6% |
| 3Y | +101.0% | +84.1% | +17.0% | +32.8% |
| 5Y | -40.4% | +37.1% | -77.5% | -56.5% |
| All | -43.8% | +35.8% | -79.6% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling