-46.7%
TOST vs GWW
+235.5%
-282.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -0.2% |
| 7D | -0.9% | -1.5% | +0.6% | 0.0% |
| 30D | -3.5% | +1.1% | -4.6% | -4.2% |
| 3M | +38.1% | -1.0% | +39.1% | +38.0% |
| 6M | +9.9% | +16.3% | -6.4% | -2.7% |
| YTD | -6.3% | +28.5% | -34.8% | -23.8% |
| 1Y | -18.3% | +30.3% | -48.6% | -34.1% |
| 3Y | +59.7% | +91.6% | -31.9% | -8.3% |
| All | -46.7% | +235.5% | -282.3% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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