-46.7%
TOST vs ITW
+40.4%
-87.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.5% |
| 30D | -3.5% | -9.4% | +6.0% | +4.6% |
| 3M | +38.1% | +7.1% | +31.0% | +29.8% |
| 6M | +9.9% | -1.9% | +11.8% | +10.3% |
| YTD | -6.3% | +10.4% | -16.7% | -17.5% |
| 1Y | -18.3% | +3.3% | -21.6% | -23.3% |
| 3Y | +59.7% | +21.0% | +38.7% | +24.5% |
| All | -46.7% | +40.4% | -87.2% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling