+42.1%
CVS vs TOST
-17.1%
+59.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.0% | -3.4% | +7.4% | +3.7% |
| 30D | -2.4% | -2.4% | 0.0% | -2.5% |
| 3M | +2.7% | +34.6% | -32.0% | +5.2% |
| 6M | +21.9% | +15.2% | +6.7% | +24.7% |
| YTD | +24.7% | -4.4% | +29.1% | +29.4% |
| All | +42.1% | -17.1% | +59.2% | +46.1% |
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