-48.6%
TOST vs ITW
+40.2%
-88.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.3% |
| 7D | -5.4% | -0.7% | -4.7% | -4.8% |
| 30D | -5.7% | -8.3% | +2.6% | +1.2% |
| 3M | +30.1% | +6.0% | +24.1% | +23.2% |
| 6M | +11.9% | 0.0% | +11.9% | +10.4% |
| YTD | -9.5% | +10.2% | -19.8% | -20.2% |
| 1Y | -21.3% | +3.2% | -24.5% | -26.0% |
| 3Y | +50.7% | +21.0% | +29.7% | +17.4% |
| All | -48.6% | +40.2% | -88.8% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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