-5.5%
TOST vs TW
+21.1%
-26.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.3% |
| 7D | 0.0% | +3.9% | -3.9% | -0.9% |
| 30D | +16.2% | +19.9% | -3.8% | +11.5% |
| 3M | -1.5% | +25.9% | -27.5% | -6.5% |
| 6M | +55.3% | +21.1% | +34.2% | +49.4% |
| YTD | -2.3% | +23.9% | -26.2% | -5.7% |
| 1Y | -5.5% | +21.2% | -26.8% | -6.9% |
| All | -5.5% | +21.1% | -26.6% | -6.9% |
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