-38.8%
TOST vs GTLB
-50.5%
+11.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.0% | -10.9% | +13.9% | +7.6% |
| 30D | +10.3% | -15.3% | +25.6% | +17.0% |
| 3M | -3.3% | +14.6% | -17.8% | -9.8% |
| 6M | +37.8% | +79.6% | -41.8% | +6.3% |
| YTD | -2.8% | +24.3% | -27.1% | -14.5% |
| 1Y | -9.6% | +1.0% | -10.6% | -14.5% |
| 3Y | +144.6% | +4.6% | +140.1% | +104.3% |
| 5Y | -31.0% | -63.7% | +32.8% | -26.1% |
| All | -38.8% | -50.5% | +11.7% | -38.9% |
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