-45.7%
TOST vs GRMN
+83.4%
-129.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | -2.9% | -0.6% | -1.7% |
| 30D | -2.4% | -8.4% | +6.0% | +2.9% |
| 3M | +34.6% | +15.0% | +19.6% | +21.2% |
| 6M | +15.2% | +11.2% | +4.0% | +5.2% |
| YTD | -4.4% | +37.7% | -42.1% | -25.0% |
| 1Y | -17.4% | +18.5% | -35.9% | -28.7% |
| 3Y | +54.5% | +175.8% | -121.3% | -45.7% |
| All | -45.7% | +83.4% | -129.1% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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