+142.7%
TOST vs DOW
-19.8%
+162.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | -4.7% | +3.7% | -8.3% | -5.4% |
| 30D | +8.5% | +16.3% | -7.8% | +4.8% |
| 3M | -1.6% | +9.7% | -11.3% | -4.0% |
| 6M | +44.1% | -14.1% | +58.2% | +49.1% |
| YTD | -5.6% | +46.6% | -52.2% | -20.6% |
| 1Y | -12.6% | +56.8% | -69.4% | -28.6% |
| All | +142.7% | -19.8% | +162.5% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling