-46.7%
TOST vs DOW
-30.9%
-15.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.1% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | -3.5% | +2.0% | -5.4% | -4.5% |
| 3M | +38.1% | -12.5% | +50.7% | +44.4% |
| 6M | +9.9% | -9.2% | +19.1% | +9.2% |
| YTD | -6.3% | +30.8% | -37.0% | -24.5% |
| 1Y | -18.3% | +29.4% | -47.7% | -34.6% |
| 3Y | +59.7% | -34.6% | +94.3% | +95.1% |
| All | -46.7% | -30.9% | -15.8% | -38.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling