-44.4%
TOST vs CAG
-40.0%
-4.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.0% | +4.6% | -0.5% | +3.8% |
| 30D | +11.1% | +14.7% | -3.6% | +10.4% |
| 3M | +0.8% | +2.4% | -1.5% | +0.5% |
| 6M | +38.8% | +10.7% | +28.1% | +38.1% |
| YTD | -2.1% | -5.5% | +3.4% | -3.3% |
| 1Y | -6.0% | -4.6% | -1.4% | -7.2% |
| 3Y | +149.8% | -34.4% | +184.2% | +146.9% |
| 5Y | -42.8% | -39.2% | -3.6% | -46.3% |
| All | -44.4% | -40.0% | -4.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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