+17.3%
CMG vs TOST
-6.7%
+24.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +8.6% | +4.0% | +4.6% | +7.6% |
| 30D | +13.1% | +11.1% | +2.1% | +10.4% |
| 3M | +9.0% | +0.8% | +8.2% | +8.7% |
| 6M | +10.0% | +38.8% | -28.8% | +1.3% |
| YTD | -3.4% | -2.1% | -1.3% | -4.0% |
| All | +17.3% | -6.7% | +24.0% | +19.8% |
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