-39.8%
TOST vs GTLB
-47.1%
+7.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.4% | +11.1% | -14.5% | -7.6% |
| 30D | -2.4% | +37.8% | -40.2% | -15.0% |
| 3M | +34.6% | +61.6% | -27.0% | +9.7% |
| 6M | +15.2% | +98.9% | -83.7% | -14.6% |
| YTD | -4.4% | +32.8% | -37.2% | -17.3% |
| 1Y | -17.4% | +14.7% | -32.1% | -25.9% |
| 3Y | +54.5% | +1.3% | +53.1% | +31.7% |
| All | -39.8% | -47.1% | +7.4% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling