-4.7%
TOST vs CAPR
+43.1%
-47.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | +9.4% | +41.1% | -31.6% | +9.1% |
| 30D | +13.5% | +11.1% | +2.4% | +13.3% |
| 3M | -0.1% | +115.3% | -115.5% | -0.9% |
| 6M | +22.5% | -73.8% | +96.3% | +23.3% |
| YTD | -2.4% | -68.8% | +66.4% | -2.0% |
| 1Y | -4.7% | +43.3% | -48.0% | -8.3% |
| All | -4.7% | +43.1% | -47.8% | -8.3% |
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