+410.2%
GLW vs TOST
+55.9%
+354.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -3.4% | +7.2% | +4.1% |
| 30D | -1.3% | -2.4% | +1.1% | -1.2% |
| 3M | -21.8% | +34.6% | -56.4% | -24.8% |
| 6M | +6.9% | +15.2% | -8.3% | +4.2% |
| YTD | +77.2% | -4.4% | +81.5% | +77.8% |
| 1Y | +123.2% | -17.4% | +140.7% | +130.2% |
| All | +410.2% | +55.9% | +354.3% | +355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling