-1.4%
CARR vs TOST
-11.6%
+10.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +2.2% | -4.7% | +6.8% | +2.5% |
| 30D | -0.8% | +8.5% | -9.3% | -1.2% |
| 3M | -13.4% | -1.6% | -11.9% | -13.6% |
| 6M | -16.4% | +44.1% | -60.5% | -18.0% |
| YTD | +4.5% | -5.6% | +10.1% | +5.9% |
| 1Y | -1.4% | -12.6% | +11.2% | +4.1% |
| All | -1.4% | -11.6% | +10.3% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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