+144.6%
TOST vs GNRC
+76.7%
+68.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | +3.0% | -13.1% | +16.1% | +5.4% |
| 30D | +10.3% | -19.2% | +29.4% | +14.4% |
| 3M | -3.3% | -11.8% | +8.5% | -2.0% |
| 6M | +37.8% | -32.5% | +70.3% | +46.5% |
| YTD | -2.8% | +33.3% | -36.1% | -21.3% |
| 1Y | -9.6% | +16.0% | -25.6% | -22.8% |
| 3Y | +144.6% | +75.5% | +69.1% | +44.5% |
| All | +144.6% | +76.7% | +68.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling