+214.1%
GLW vs TOST
-46.1%
+260.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -12.8% |
| 7D | -19.7% | +11.6% | -31.4% | -20.8% |
| 30D | -38.8% | +16.2% | -55.0% | -39.9% |
| 3M | -33.9% | +1.0% | -34.9% | -34.2% |
| 6M | -36.0% | +23.2% | -59.2% | -38.4% |
| YTD | +18.7% | -1.0% | +19.7% | +17.1% |
| 1Y | +19.8% | -9.9% | +29.7% | +19.8% |
| 3Y | +294.3% | +101.0% | +193.3% | +243.7% |
| 5Y | +205.7% | -40.4% | +246.1% | +174.8% |
| All | +214.1% | -46.1% | +260.2% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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