-1.1%
CAT vs TOST
-11.1%
+10.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.8% |
| 7D | -10.3% | +9.4% | -19.7% | -9.6% |
| 30D | -31.2% | +13.5% | -44.7% | -30.5% |
| 3M | -34.7% | -0.1% | -34.5% | -34.5% |
| 6M | -39.5% | +22.5% | -61.9% | -38.4% |
| YTD | -1.7% | -2.4% | +0.7% | +0.7% |
| 1Y | -1.1% | -4.7% | +3.6% | +1.7% |
| All | -1.1% | -11.1% | +10.0% | +1.7% |
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 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