+151.1%
TOST vs GWW
+93.2%
+57.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.9% |
| 7D | 0.0% | +3.6% | -3.5% | -1.8% |
| 30D | +16.2% | +12.1% | +4.1% | +9.6% |
| 3M | -1.5% | +12.9% | -14.4% | -7.5% |
| 6M | +55.3% | +19.3% | +36.0% | +40.6% |
| YTD | -2.3% | +48.7% | -51.1% | -23.7% |
| 1Y | -5.5% | +60.5% | -66.0% | -30.0% |
| 3Y | +151.1% | +93.3% | +57.9% | +67.5% |
| All | +151.1% | +93.2% | +57.9% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling