+53.6%
CSX vs TOST
-41.7%
+95.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -2.7% | +11.6% | -14.3% | -3.8% |
| 30D | +7.0% | +16.2% | -9.2% | +5.3% |
| 3M | -0.3% | +1.0% | -1.3% | -0.5% |
| 6M | +13.5% | +23.2% | -9.7% | +10.5% |
| YTD | +41.5% | -1.0% | +42.5% | +40.4% |
| 1Y | +45.8% | -9.9% | +55.7% | +46.0% |
| 3Y | +74.4% | +101.0% | -26.6% | +57.6% |
| 5Y | +53.6% | -40.4% | +94.0% | +43.8% |
| All | +53.6% | -41.7% | +95.3% | +43.8% |
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