+65.3%
CVS vs TOST
+55.9%
+9.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.0% | -3.4% | +7.4% | +4.0% |
| 30D | -2.4% | -2.4% | 0.0% | -2.4% |
| 3M | +2.7% | +34.6% | -32.0% | +2.3% |
| 6M | +21.9% | +15.2% | +6.7% | +21.8% |
| YTD | +24.7% | -4.4% | +29.1% | +25.7% |
| 1Y | +35.4% | -17.4% | +52.9% | +37.2% |
| All | +65.3% | +55.9% | +9.4% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling