-40.6%
TOST vs GWW
+217.3%
-257.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +9.4% | +6.0% | +3.4% | +5.3% |
| 30D | +13.5% | +14.0% | -0.5% | +4.0% |
| 3M | -0.1% | +12.5% | -12.7% | -7.9% |
| 6M | +22.5% | +23.6% | -1.2% | +4.6% |
| YTD | -2.4% | +43.6% | -46.0% | -26.6% |
| 1Y | -4.7% | +52.5% | -57.2% | -31.6% |
| 3Y | +103.2% | +92.6% | +10.7% | +17.1% |
| All | -40.6% | +217.3% | -257.9% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling