+25.1%
SHW vs TOST
-46.1%
+71.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | +5.7% | +11.6% | -5.9% | +4.1% |
| 30D | +8.7% | +16.2% | -7.6% | +6.4% |
| 3M | -5.4% | +1.0% | -6.4% | -5.6% |
| 6M | +12.2% | +23.2% | -10.9% | +8.5% |
| YTD | +8.5% | -1.0% | +9.5% | +7.5% |
| 1Y | +4.9% | -9.9% | +14.8% | +5.3% |
| 3Y | +42.8% | +101.0% | -58.2% | +23.6% |
| 5Y | +14.5% | -40.4% | +54.9% | +0.2% |
| All | +25.1% | -46.1% | +71.2% | +10.3% |
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 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