+15.3%
CVS vs TOST
-11.6%
+27.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.1% |
| 7D | +10.4% | -4.7% | +15.1% | +9.9% |
| 30D | +3.3% | +8.5% | -5.2% | +4.0% |
| 3M | -4.5% | -1.6% | -2.9% | -4.8% |
| 6M | -4.4% | +44.1% | -48.5% | +0.2% |
| YTD | +16.6% | -5.6% | +22.2% | +21.3% |
| 1Y | +15.3% | -12.6% | +27.9% | +21.4% |
| All | +15.3% | -11.6% | +27.0% | +21.4% |
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