+151.1%
TOST vs CAG
-36.3%
+187.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +3.3% |
| 7D | 0.0% | -3.3% | +3.4% | +0.3% |
| 30D | +16.2% | +7.7% | +8.5% | +15.6% |
| 3M | -1.5% | -3.2% | +1.6% | -1.6% |
| 6M | +55.3% | +7.0% | +48.3% | +54.6% |
| YTD | -2.3% | -9.0% | +6.6% | -3.9% |
| 1Y | -5.5% | -9.6% | +4.1% | -7.0% |
| 3Y | +151.1% | -36.0% | +187.1% | +151.7% |
| All | +151.1% | -36.3% | +187.5% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling