-7.7%
CMG vs TOST
-46.7%
+39.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +8.6% | +4.0% | +4.6% | +7.7% |
| 30D | +13.1% | +11.1% | +2.1% | +10.4% |
| 3M | +9.0% | +0.8% | +8.2% | +8.5% |
| 6M | +10.0% | +38.8% | -28.8% | +1.3% |
| YTD | -3.4% | -2.1% | -1.3% | -4.6% |
| 1Y | +16.8% | -6.0% | +22.9% | +16.4% |
| 3Y | -14.7% | +149.8% | -164.5% | -35.1% |
| 5Y | -1.5% | -42.8% | +41.2% | -17.4% |
| All | -7.7% | -46.7% | +39.1% | -22.3% |
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