-43.4%
TOST vs SW
-4.3%
-39.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.3% |
| 7D | +10.7% | +12.1% | -1.3% | +7.0% |
| 30D | +17.7% | +6.6% | +11.2% | +15.4% |
| 3M | +4.6% | -6.0% | +10.6% | +6.3% |
| 6M | +20.3% | +21.5% | -1.2% | +12.2% |
| YTD | -0.4% | +20.3% | -20.7% | -8.2% |
| 1Y | -0.8% | +28.1% | -28.9% | -10.5% |
| 3Y | +102.2% | +51.6% | +50.6% | +72.6% |
| 5Y | -41.3% | -0.1% | -41.2% | -47.3% |
| All | -43.4% | -4.3% | -39.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling