+222.3%
GLW vs TOST
-46.9%
+269.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | -13.9% | +9.4% | -23.4% | -14.9% |
| 30D | -35.0% | +13.5% | -48.5% | -36.0% |
| 3M | -32.4% | -0.1% | -32.2% | -32.6% |
| 6M | -41.3% | +22.5% | -63.8% | -43.5% |
| YTD | +21.8% | -2.4% | +24.2% | +20.3% |
| 1Y | +21.8% | -4.7% | +26.5% | +20.8% |
| 3Y | +307.7% | +103.2% | +204.4% | +254.7% |
| 5Y | +213.7% | -41.2% | +254.9% | +182.4% |
| All | +222.3% | -46.9% | +269.2% | +190.6% |
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