-9.6%
TOST vs CAPR
+47.8%
-57.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.2% | -0.6% |
| 7D | +3.0% | +7.6% | -4.7% | +2.9% |
| 30D | +10.3% | +13.3% | -3.0% | +10.1% |
| 3M | -3.3% | +130.4% | -133.7% | -4.1% |
| 6M | +37.8% | -70.8% | +108.6% | +38.6% |
| YTD | -2.8% | -69.3% | +66.5% | -2.4% |
| 1Y | -9.6% | +59.5% | -69.1% | -13.5% |
| All | -9.6% | +47.8% | -57.4% | -13.5% |
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