+72.2%
CSX vs TOST
+55.9%
+16.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.4% | -3.4% | 0.0% | -3.0% |
| 30D | -3.1% | -2.4% | -0.6% | -2.9% |
| 3M | +7.2% | +34.6% | -27.4% | +3.6% |
| 6M | +16.2% | +15.2% | +1.0% | +13.7% |
| YTD | +37.5% | -4.4% | +41.9% | +37.6% |
| 1Y | +53.2% | -17.4% | +70.6% | +56.0% |
| All | +72.2% | +55.9% | +16.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling