-17.4%
TOST vs CAPR
+48.7%
-66.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -3.4% | -2.0% | -1.4% | -3.4% |
| 30D | -2.4% | +139.2% | -141.6% | -3.2% |
| 3M | +34.6% | -66.4% | +101.0% | +35.3% |
| 6M | +15.2% | -63.1% | +78.3% | +15.6% |
| YTD | -4.4% | -67.4% | +63.0% | -3.9% |
| 1Y | -17.4% | +58.2% | -75.7% | -22.1% |
| All | -17.4% | +48.7% | -66.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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