+21.8%
GLW vs TOST
-11.1%
+32.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.3% |
| 7D | -13.9% | +9.4% | -23.4% | -12.0% |
| 30D | -35.0% | +13.5% | -48.5% | -32.9% |
| 3M | -32.4% | -0.1% | -32.2% | -32.0% |
| 6M | -41.3% | +22.5% | -63.8% | -37.9% |
| YTD | +21.8% | -2.4% | +24.2% | +29.0% |
| 1Y | +21.8% | -4.7% | +26.5% | +30.0% |
| All | +21.8% | -11.1% | +32.9% | +30.0% |
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