-43.8%
TOST vs SW
-5.8%
-38.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +11.6% | +4.7% | +7.0% | +10.1% |
| 30D | +16.2% | +5.0% | +11.2% | +14.4% |
| 3M | +1.0% | -7.3% | +8.4% | +3.1% |
| 6M | +23.2% | +15.0% | +8.2% | +16.9% |
| YTD | -1.0% | +18.5% | -19.5% | -8.3% |
| 1Y | -9.9% | +27.1% | -37.0% | -18.5% |
| 3Y | +101.0% | +49.3% | +51.7% | +72.4% |
| 5Y | -40.4% | -1.6% | -38.8% | -46.2% |
| All | -43.8% | -5.8% | -38.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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