-45.7%
TOST vs W
-64.5%
+18.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.8% |
| 7D | -3.4% | -4.2% | +0.8% | -2.0% |
| 30D | -2.4% | -7.6% | +5.1% | -0.1% |
| 3M | +34.6% | +37.2% | -2.5% | +16.6% |
| 6M | +15.2% | +26.3% | -11.1% | +1.2% |
| YTD | -4.4% | -1.0% | -3.4% | -9.8% |
| 1Y | -17.4% | +20.1% | -37.5% | -29.3% |
| 3Y | +54.5% | +37.8% | +16.7% | +8.0% |
| All | -45.7% | -64.5% | +18.8% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling