-4.6%
CRM vs TOST
-51.1%
+46.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -8.1% | -5.9% | -2.2% | -6.5% |
| 30D | +23.1% | -8.4% | +31.5% | +25.8% |
| 3M | +42.5% | +31.4% | +11.1% | +31.2% |
| 6M | +25.3% | +10.5% | +14.8% | +20.9% |
| YTD | -7.8% | -10.1% | +2.2% | -6.0% |
| 1Y | +1.0% | -19.9% | +21.0% | +5.7% |
| 3Y | +10.0% | +53.3% | -43.3% | -7.7% |
| All | -4.6% | -51.1% | +46.4% | -15.5% |
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