-45.7%
TOST vs CAPR
+95.8%
-141.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -3.4% | -2.0% | -1.4% | -3.4% |
| 30D | -2.4% | +139.2% | -141.6% | -5.0% |
| 3M | +34.6% | -66.4% | +101.0% | +36.0% |
| 6M | +15.2% | -63.1% | +78.3% | +15.9% |
| YTD | -4.4% | -67.4% | +63.0% | -3.6% |
| 1Y | -17.4% | +58.2% | -75.7% | -26.6% |
| 3Y | +54.5% | +42.2% | +12.2% | +17.7% |
| All | -45.7% | +95.8% | -141.5% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling