-0.8%
TOST vs DOW
+50.2%
-51.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +5.4% |
| 7D | +10.7% | -4.2% | +14.9% | +10.6% |
| 30D | +17.7% | +14.7% | +3.0% | +18.2% |
| 3M | +4.6% | +9.1% | -4.5% | +4.8% |
| 6M | +20.3% | -17.7% | +37.9% | +21.9% |
| YTD | -0.4% | +44.6% | -45.0% | -11.3% |
| 1Y | -0.8% | +51.9% | -52.7% | -13.7% |
| All | -0.8% | +50.2% | -51.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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