-38.5%
TOST vs GTLB
-49.0%
+10.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +9.4% | -11.1% | +20.5% | +14.3% |
| 30D | +13.5% | -7.5% | +21.0% | +16.4% |
| 3M | -0.1% | +34.8% | -34.9% | -12.9% |
| 6M | +22.5% | +98.0% | -75.5% | -9.1% |
| YTD | -2.4% | +28.1% | -30.5% | -15.1% |
| 1Y | -4.7% | +5.6% | -10.3% | -11.4% |
| 3Y | +103.2% | +15.9% | +87.3% | +62.4% |
| 5Y | -41.2% | -61.1% | +19.8% | -38.6% |
| All | -38.5% | -49.0% | +10.5% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling