+57.2%
CSX vs TOST
-44.1%
+101.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.1% |
| 7D | +0.1% | +10.7% | -10.6% | -0.9% |
| 30D | +9.7% | +17.7% | -8.0% | +7.9% |
| 3M | +2.3% | +4.6% | -2.3% | +1.7% |
| 6M | +17.1% | +20.3% | -3.2% | +14.2% |
| YTD | +44.9% | -0.4% | +45.3% | +43.6% |
| 1Y | +47.1% | -0.8% | +47.9% | +45.6% |
| 3Y | +78.6% | +102.2% | -23.7% | +61.3% |
| 5Y | +57.2% | -41.3% | +98.5% | +45.0% |
| All | +57.2% | -44.1% | +101.3% | +45.0% |
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 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