-9.1%
CMG vs TOST
-48.6%
+39.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -0.6% | -4.7% | +4.0% | +0.4% |
| 30D | +15.9% | +8.5% | +7.4% | +13.6% |
| 3M | +7.8% | -1.6% | +9.3% | +7.9% |
| 6M | +7.7% | +44.1% | -36.5% | -1.7% |
| YTD | -4.9% | -5.6% | +0.7% | -5.3% |
| 1Y | +12.3% | -12.6% | +24.9% | +13.7% |
| 3Y | -17.1% | +137.6% | -154.6% | -36.2% |
| 5Y | -5.6% | -30.4% | +24.7% | -21.0% |
| All | -9.1% | -48.6% | +39.5% | -22.9% |
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