-27.7%
TOST vs GTLB
-62.5%
+34.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | 0.0% | -0.7% | +0.8% | +0.3% |
| 30D | +16.2% | -10.2% | +26.4% | +20.8% |
| 3M | -1.5% | +10.1% | -11.6% | -6.7% |
| 6M | +55.3% | +116.5% | -61.2% | +11.1% |
| YTD | -2.3% | +27.2% | -29.5% | -14.9% |
| 1Y | -5.5% | +8.6% | -14.1% | -13.3% |
| 3Y | +151.1% | +5.6% | +145.5% | +108.5% |
| All | -27.7% | -62.5% | +34.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling