+56.7%
TOST vs DOW
-36.6%
+93.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | -2.4% | +0.4% | -2.8% | -2.7% |
| 3M | +34.6% | -14.4% | +49.0% | +39.5% |
| 6M | +15.2% | -7.0% | +22.2% | +13.4% |
| YTD | -4.4% | +30.2% | -34.6% | -18.0% |
| 1Y | -17.4% | +29.2% | -46.6% | -29.4% |
| All | +56.7% | -36.6% | +93.2% | +75.5% |
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