-20.7%
TOST vs GTLB
-3.3%
-17.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -4.7% | -6.6% | +1.9% | -2.6% |
| 30D | -9.1% | +13.7% | -22.8% | -13.5% |
| 3M | +29.8% | +52.9% | -23.1% | +10.5% |
| 6M | +10.0% | +88.5% | -78.4% | -13.4% |
| YTD | -8.6% | +23.4% | -32.1% | -21.2% |
| 1Y | -20.7% | -3.8% | -16.9% | -28.6% |
| All | -20.7% | -3.3% | -17.4% | -28.6% |
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