-2.2%
CRM vs TOST
-49.0%
+46.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | +29.3% | -3.5% | +32.7% | +30.1% |
| 3M | +36.8% | +38.1% | -1.3% | +24.1% |
| 6M | +23.9% | +9.9% | +14.0% | +19.6% |
| YTD | -5.5% | -6.3% | +0.8% | -4.8% |
| 1Y | -0.4% | -18.3% | +17.9% | +3.5% |
| 3Y | +12.8% | +59.7% | -47.0% | -6.5% |
| All | -2.2% | -49.0% | +46.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling