+25.7%
SHW vs TOST
-46.9%
+72.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.1% | +16.2% | -8.1% | +5.8% |
| 3M | -2.8% | -1.5% | -1.2% | -2.7% |
| 6M | +15.0% | +55.3% | -40.3% | +7.9% |
| YTD | +9.0% | -2.3% | +11.3% | +8.2% |
| 1Y | +4.5% | -5.5% | +10.0% | +4.1% |
| 3Y | +41.9% | +151.1% | -109.3% | +19.0% |
| 5Y | +10.7% | -27.9% | +38.7% | -3.4% |
| All | +25.7% | -46.9% | +72.5% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling