-40.6%
TOST vs DOW
-30.0%
-10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +9.4% | -9.5% | +18.9% | +13.6% |
| 30D | +13.5% | +13.1% | +0.4% | +7.7% |
| 3M | -0.1% | +4.8% | -5.0% | -2.8% |
| 6M | +22.5% | -16.7% | +39.1% | +30.0% |
| YTD | -2.4% | +38.9% | -41.2% | -23.6% |
| 1Y | -4.7% | +48.3% | -53.0% | -28.5% |
| 3Y | +103.2% | -24.4% | +127.6% | +124.1% |
| All | -40.6% | -30.0% | -10.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling