+216.1%
CAT vs TOST
-46.1%
+262.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.3% |
| 7D | -14.5% | +11.6% | -26.1% | -15.6% |
| 30D | -35.7% | +16.2% | -52.0% | -37.0% |
| 3M | -36.3% | +1.0% | -37.3% | -36.5% |
| 6M | -38.5% | +23.2% | -61.7% | -40.6% |
| YTD | -2.5% | -1.0% | -1.5% | -3.6% |
| 1Y | -1.9% | -9.9% | +8.0% | -1.8% |
| 3Y | +139.2% | +101.0% | +38.2% | +112.8% |
| 5Y | +192.1% | -40.4% | +232.6% | +167.5% |
| All | +216.1% | -46.1% | +262.2% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling