-44.8%
TOST vs CAPR
+84.8%
-129.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.2% | -0.5% |
| 7D | +3.0% | +7.6% | -4.7% | +2.7% |
| 30D | +10.3% | +13.3% | -3.0% | +9.8% |
| 3M | -3.3% | +130.4% | -133.7% | -5.9% |
| 6M | +37.8% | -70.8% | +108.6% | +39.4% |
| YTD | -2.8% | -69.3% | +66.5% | -2.0% |
| 1Y | -9.6% | +59.5% | -69.1% | -19.7% |
| 3Y | +144.6% | +216.8% | -72.1% | +65.1% |
| 5Y | -31.0% | +152.7% | -183.7% | -59.7% |
| All | -44.8% | +84.8% | -129.6% | -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