-45.7%
TOST vs SW
-3.0%
-42.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -3.4% | -5.1% | +1.7% | -1.9% |
| 30D | -2.4% | -4.6% | +2.1% | -1.1% |
| 3M | +34.6% | +9.4% | +25.2% | +30.3% |
| 6M | +15.2% | +3.5% | +11.7% | +12.6% |
| YTD | -4.4% | +22.0% | -26.4% | -12.1% |
| 1Y | -17.4% | +2.2% | -19.6% | -19.9% |
| 3Y | +54.5% | +19.6% | +34.9% | +39.7% |
| All | -45.7% | -3.0% | -42.7% | -48.7% |
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