+106.1%
TOST vs W
+126.8%
-20.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | +1.5% |
| 7D | +11.6% | -5.6% | +17.2% | +13.0% |
| 30D | +16.2% | +7.5% | +8.7% | +13.9% |
| 3M | +1.0% | +5.4% | -4.4% | -1.0% |
| 6M | +23.2% | +79.4% | -56.2% | +3.1% |
| YTD | -1.0% | +12.9% | -13.9% | -8.2% |
| 1Y | -9.9% | +12.4% | -22.3% | -16.7% |
| All | +106.1% | +126.8% | -20.7% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling