-17.4%
TOST vs TW
-15.9%
-1.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -3.4% | -2.3% | -1.1% | -3.0% |
| 30D | -2.4% | +3.9% | -6.4% | -3.2% |
| 3M | +34.6% | +5.7% | +28.9% | +32.8% |
| 6M | +15.2% | -14.5% | +29.7% | +20.1% |
| YTD | -4.4% | -0.9% | -3.5% | -3.5% |
| 1Y | -17.4% | -13.5% | -3.9% | -16.5% |
| All | -17.4% | -15.9% | -1.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling