-0.8%
TOST vs CAPR
+47.4%
-48.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +5.4% |
| 7D | +10.7% | +43.2% | -32.4% | +10.4% |
| 30D | +17.7% | +14.7% | +3.1% | +17.6% |
| 3M | +4.6% | +113.9% | -109.3% | +3.8% |
| 6M | +20.3% | -73.4% | +93.6% | +21.1% |
| YTD | -0.4% | -69.1% | +68.7% | 0.0% |
| 1Y | -0.8% | +47.2% | -48.0% | -4.5% |
| All | -0.8% | +47.4% | -48.2% | -4.5% |
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