-4.7%
TOST vs DOW
+44.3%
-49.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | +9.4% | -9.5% | +18.9% | +8.9% |
| 30D | +13.5% | +13.1% | +0.4% | +14.0% |
| 3M | -0.1% | +4.8% | -5.0% | 0.0% |
| 6M | +22.5% | -16.7% | +39.1% | +23.1% |
| YTD | -2.4% | +38.9% | -41.2% | -10.9% |
| 1Y | -4.7% | +48.3% | -53.0% | -14.3% |
| All | -4.7% | +44.3% | -49.0% | -14.3% |
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