-45.7%
TOST vs ITW
+41.2%
-86.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.5% |
| 7D | -3.4% | -3.6% | +0.1% | -0.5% |
| 30D | -2.4% | -9.1% | +6.7% | +5.4% |
| 3M | +34.6% | +8.2% | +26.4% | +25.4% |
| 6M | +15.2% | -4.8% | +20.0% | +18.7% |
| YTD | -4.4% | +11.0% | -15.4% | -16.2% |
| 1Y | -17.4% | +4.2% | -21.7% | -23.1% |
| 3Y | +54.5% | +17.3% | +37.2% | +24.5% |
| All | -45.7% | +41.2% | -86.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling