-40.6%
TOST vs TW
+37.3%
-77.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +9.4% | +4.2% | +5.2% | +6.8% |
| 30D | +13.5% | +18.9% | -5.4% | +2.3% |
| 3M | -0.1% | +23.8% | -23.9% | -12.4% |
| 6M | +22.5% | +17.0% | +5.4% | +9.8% |
| YTD | -2.4% | +19.2% | -21.6% | -14.8% |
| 1Y | -4.7% | +20.1% | -24.8% | -17.3% |
| 3Y | +103.2% | +40.5% | +62.7% | +44.3% |
| All | -40.6% | +37.3% | -77.9% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling