-43.8%
TOST vs CAPR
+79.2%
-122.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | +11.6% | +29.7% | -18.1% | +10.9% |
| 30D | +16.2% | +11.0% | +5.3% | +15.8% |
| 3M | +1.0% | +118.8% | -117.8% | -1.6% |
| 6M | +23.2% | -73.9% | +97.1% | +25.1% |
| YTD | -1.0% | -70.2% | +69.2% | -0.1% |
| 1Y | -9.9% | +38.3% | -48.2% | -19.1% |
| 3Y | +101.0% | +199.7% | -98.6% | +36.4% |
| 5Y | -40.4% | +130.6% | -171.0% | -64.4% |
| All | -43.8% | +79.2% | -122.9% | -65.4% |
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