-44.5%
TOST vs CF
+165.9%
-210.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +9.4% | -3.2% | +12.6% | +9.9% |
| 30D | +13.5% | +4.3% | +9.2% | +12.5% |
| 3M | -0.1% | +2.8% | -2.9% | -1.0% |
| 6M | +22.5% | +0.6% | +21.9% | +21.3% |
| YTD | -2.4% | +56.6% | -59.0% | -14.2% |
| 1Y | -4.7% | +49.6% | -54.3% | -15.4% |
| 3Y | +103.2% | +61.5% | +41.7% | +74.2% |
| 5Y | -41.2% | +124.0% | -165.2% | -56.5% |
| All | -44.5% | +165.9% | -210.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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