+106.1%
TOST vs CF
+56.6%
+49.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.1% |
| 7D | +11.6% | +0.4% | +11.2% | +11.5% |
| 30D | +16.2% | +2.2% | +14.0% | +15.9% |
| 3M | +1.0% | +2.1% | -1.1% | +0.5% |
| 6M | +23.2% | -6.5% | +29.7% | +23.6% |
| YTD | -1.0% | +55.6% | -56.5% | -13.5% |
| 1Y | -9.9% | +42.3% | -52.2% | -19.2% |
| All | +106.1% | +56.6% | +49.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling