+18.3%
CVS vs TOST
-7.4%
+25.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.3% |
| 7D | -2.6% | +3.0% | -5.6% | -2.3% |
| 30D | +4.0% | +10.3% | -6.2% | +4.9% |
| 3M | -6.3% | -3.3% | -3.0% | -6.7% |
| 6M | -0.4% | +37.8% | -38.2% | +3.8% |
| YTD | +15.6% | -2.8% | +18.4% | +20.6% |
| 1Y | +18.3% | -9.6% | +27.9% | +24.1% |
| All | +18.3% | -7.4% | +25.7% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling