+4.1%
SHW vs TOST
-11.1%
+15.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.4% |
| 3M | -5.1% | -0.1% | -5.0% | -5.5% |
| 6M | +6.8% | +22.5% | -15.6% | +4.2% |
| YTD | +7.0% | -2.4% | +9.3% | +6.8% |
| 1Y | +4.1% | -4.7% | +8.8% | +4.5% |
| All | +4.1% | -11.1% | +15.2% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling