-44.4%
TOST vs ITW
+50.8%
-95.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -1.4% |
| 7D | +4.0% | -1.1% | +5.2% | +5.0% |
| 30D | +11.1% | +8.6% | +2.5% | +3.9% |
| 3M | +0.8% | -2.7% | +3.6% | +3.0% |
| 6M | +38.8% | +14.0% | +24.8% | +23.7% |
| YTD | -2.1% | +18.6% | -20.7% | -18.7% |
| 1Y | -6.0% | +19.8% | -25.8% | -22.9% |
| 3Y | +149.8% | +34.8% | +115.0% | +76.0% |
| 5Y | -42.8% | +37.5% | -80.3% | -65.7% |
| All | -44.4% | +50.8% | -95.2% | -69.6% |
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