+40.0%
GLW vs TOST
-7.5%
+47.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.8% | -3.4% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | -18.8% | +16.2% | -35.0% | -15.3% |
| 3M | -27.7% | -1.5% | -26.2% | -27.6% |
| 6M | -44.4% | +55.3% | -99.7% | -38.6% |
| YTD | +31.3% | -2.3% | +33.6% | +36.7% |
| 1Y | +40.0% | -5.5% | +45.6% | +47.1% |
| All | +40.0% | -7.5% | +47.6% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling