+201.5%
CAT vs TOST
+55.9%
+145.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.7% | -3.4% | +5.1% | +2.2% |
| 30D | -6.6% | -2.4% | -4.1% | -6.3% |
| 3M | -13.3% | +34.6% | -47.9% | -17.6% |
| 6M | +11.6% | +15.2% | -3.6% | +8.0% |
| YTD | +42.9% | -4.4% | +47.3% | +42.9% |
| 1Y | +95.4% | -17.4% | +112.9% | +101.0% |
| All | +201.5% | +55.9% | +145.5% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling