+265.8%
GLW vs TOST
-47.7%
+313.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.6% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | -18.2% | +8.9% | -27.1% | -19.1% |
| 3M | -24.2% | -2.2% | -22.0% | -24.3% |
| 6M | -41.7% | +41.0% | -82.7% | -44.8% |
| YTD | +38.3% | -4.0% | +42.3% | +36.8% |
| 1Y | +38.2% | -9.6% | +47.8% | +38.0% |
| 3Y | +363.4% | +141.7% | +221.7% | +294.3% |
| 5Y | +254.6% | -29.5% | +284.1% | +215.7% |
| All | +265.8% | -47.7% | +313.5% | +230.4% |
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