-44.5%
TOST vs CAPR
+98.5%
-143.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +3.6% |
| 7D | 0.0% | +5.9% | -5.9% | -0.2% |
| 30D | +16.2% | +44.6% | -28.4% | +14.9% |
| 3M | -1.5% | +126.4% | -127.9% | -4.3% |
| 6M | +55.3% | -68.6% | +123.9% | +56.7% |
| YTD | -2.3% | -67.0% | +64.6% | -1.8% |
| 1Y | -5.5% | +65.2% | -70.7% | -16.0% |
| 3Y | +151.1% | +235.6% | -84.4% | +69.5% |
| 5Y | -27.9% | +175.4% | -203.4% | -58.3% |
| All | -44.5% | +98.5% | -143.1% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling