-0.8%
TOST vs W
+21.5%
-22.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.0% | -5.5% | +3.1% |
| 7D | +10.7% | +8.4% | +2.4% | +8.6% |
| 30D | +17.7% | +16.5% | +1.2% | +13.7% |
| 3M | +4.6% | +6.4% | -1.8% | +2.5% |
| 6M | +20.3% | +90.5% | -70.3% | +1.4% |
| YTD | -0.4% | +23.1% | -23.4% | -11.2% |
| 1Y | -0.8% | +24.3% | -25.0% | -12.3% |
| All | -0.8% | +21.5% | -22.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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