-46.4%
TOST vs TW
+60.2%
-106.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -4.7% | +3.2% | -7.9% | -6.5% |
| 30D | +8.5% | +19.7% | -11.2% | -2.7% |
| 3M | -1.6% | +26.8% | -28.4% | -15.0% |
| 6M | +44.1% | +20.9% | +23.2% | +26.3% |
| YTD | -5.6% | +22.9% | -28.5% | -19.3% |
| 1Y | -12.6% | +20.4% | -32.9% | -24.1% |
| 3Y | +137.6% | +42.9% | +94.7% | +67.2% |
| 5Y | -30.4% | +40.2% | -70.6% | -49.2% |
| All | -46.4% | +60.2% | -106.6% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling