-44.4%
TOST vs DOW
-27.7%
-16.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +4.0% | -9.4% | +13.5% | +8.0% |
| 30D | +11.1% | +8.9% | +2.1% | +7.0% |
| 3M | +0.8% | +6.7% | -5.9% | -2.6% |
| 6M | +38.8% | -14.2% | +53.0% | +45.3% |
| YTD | -2.1% | +36.9% | -39.0% | -23.0% |
| 1Y | -6.0% | +45.8% | -51.8% | -29.0% |
| 3Y | +149.8% | -23.9% | +173.7% | +171.1% |
| 5Y | -42.8% | -30.8% | -12.0% | -34.3% |
| All | -44.4% | -27.7% | -16.7% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling