+26.9%
CVS vs TOST
-47.7%
+74.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +12.0% | -3.6% | +15.5% | +12.0% |
| 30D | +2.8% | +8.9% | -6.1% | +2.5% |
| 3M | -3.6% | -2.2% | -1.3% | -3.6% |
| 6M | -1.6% | +41.0% | -42.6% | -2.5% |
| YTD | +16.3% | -4.0% | +20.2% | +16.4% |
| 1Y | +15.5% | -9.6% | +25.1% | +15.9% |
| 3Y | +48.1% | +141.7% | -93.6% | +41.9% |
| 5Y | +12.3% | -29.5% | +41.8% | +5.6% |
| All | +26.9% | -47.7% | +74.7% | +18.8% |
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 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