+368.6%
GLW vs TOST
-48.0%
+416.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -3.4% | +7.2% | +4.2% |
| 30D | -1.3% | -2.4% | +1.1% | -1.2% |
| 3M | -21.8% | +34.6% | -56.4% | -25.1% |
| 6M | +6.9% | +15.2% | -8.3% | +3.7% |
| YTD | +77.2% | -4.4% | +81.5% | +75.8% |
| 1Y | +123.2% | -17.4% | +140.7% | +126.1% |
| 3Y | +400.0% | +54.5% | +345.5% | +351.7% |
| All | +368.6% | -48.0% | +416.5% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling