+10.9%
CMG vs TOST
+2.2%
+8.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +4.5% |
| 7D | +22.5% | +10.7% | +11.8% | +19.7% |
| 30D | +14.1% | +17.7% | -3.6% | +9.8% |
| 3M | +4.1% | +4.6% | -0.5% | +2.9% |
| 6M | +10.1% | +20.3% | -10.2% | +4.9% |
| YTD | -4.9% | -0.4% | -4.5% | -6.3% |
| 1Y | +10.9% | -0.8% | +11.7% | +9.0% |
| All | +10.9% | +2.2% | +8.7% | +9.0% |
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