+23.3%
SHW vs TOST
-46.9%
+70.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +3.5% | +9.4% | -6.0% | +2.2% |
| 30D | +9.2% | +13.5% | -4.2% | +7.3% |
| 3M | -5.1% | -0.1% | -5.0% | -5.2% |
| 6M | +6.8% | +22.5% | -15.6% | +3.4% |
| YTD | +7.0% | -2.4% | +9.3% | +6.2% |
| 1Y | +4.1% | -4.7% | +8.8% | +3.6% |
| 3Y | +41.1% | +103.2% | -62.2% | +21.8% |
| 5Y | +12.9% | -41.2% | +54.1% | -1.0% |
| All | +23.3% | -46.9% | +70.2% | +8.9% |
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