+27.7%
GLW vs TOST
-7.4%
+35.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | -11.1% | +3.0% | -14.1% | -10.4% |
| 30D | -28.4% | +10.3% | -38.7% | -26.6% |
| 3M | -28.8% | -3.3% | -25.5% | -28.9% |
| 6M | -39.8% | +37.8% | -77.6% | -35.5% |
| YTD | +28.7% | -2.8% | +31.5% | +35.8% |
| 1Y | +27.7% | -9.6% | +37.3% | +38.1% |
| All | +27.7% | -7.4% | +35.1% | +38.1% |
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