+28.3%
SHW vs TOST
-46.7%
+75.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | +1.6% | +4.0% | -2.5% | +1.0% |
| 30D | +12.1% | +11.1% | +1.0% | +10.4% |
| 3M | -3.0% | +0.8% | -3.8% | -3.2% |
| 6M | +13.5% | +38.8% | -25.3% | +8.2% |
| YTD | +11.2% | -2.1% | +13.3% | +10.4% |
| 1Y | +6.2% | -6.0% | +12.2% | +6.0% |
| 3Y | +45.6% | +149.8% | -104.1% | +22.3% |
| 5Y | +15.6% | -42.8% | +58.3% | +1.5% |
| All | +28.3% | -46.7% | +75.0% | +13.3% |
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