-42.9%
CORZ vs TOST
-11.1%
-31.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.3% |
| 7D | -11.2% | +9.4% | -20.7% | -11.0% |
| 30D | -26.2% | +13.5% | -39.7% | -26.0% |
| 3M | -44.1% | -0.1% | -44.0% | -44.3% |
| 6M | -52.3% | +22.5% | -74.7% | -52.6% |
| YTD | -19.2% | -2.4% | -16.9% | -22.3% |
| 1Y | -42.9% | -4.7% | -38.2% | -44.7% |
| All | -42.9% | -11.1% | -31.8% | -44.7% |
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