+21.9%
CARR vs TOST
-48.0%
+69.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.6% | -3.4% | +5.0% | +2.2% |
| 30D | -8.7% | -2.4% | -6.3% | -8.4% |
| 3M | -12.6% | +34.6% | -47.2% | -17.3% |
| 6M | -1.5% | +15.2% | -16.7% | -5.0% |
| YTD | +14.3% | -4.4% | +18.7% | +13.4% |
| 1Y | -4.6% | -17.4% | +12.8% | -3.0% |
| 3Y | +7.3% | +54.5% | -47.1% | -5.4% |
| All | +21.9% | -48.0% | +69.8% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling