-17.4%
TOST vs GTLB
+14.4%
-31.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.4% | +11.1% | -14.5% | -6.8% |
| 30D | -2.4% | +37.8% | -40.2% | -13.0% |
| 3M | +34.6% | +61.6% | -27.0% | +12.9% |
| 6M | +15.2% | +98.9% | -83.7% | -10.5% |
| YTD | -4.4% | +32.8% | -37.2% | -19.4% |
| 1Y | -17.4% | +14.7% | -32.1% | -30.1% |
| All | -17.4% | +14.4% | -31.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling