+107.3%
TOST vs CF
+47.5%
+59.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +5.8% |
| 7D | +10.7% | -6.9% | +17.6% | +11.3% |
| 30D | +17.7% | -3.7% | +21.5% | +18.0% |
| 3M | +4.6% | -5.0% | +9.6% | +4.7% |
| 6M | +20.3% | -10.5% | +30.7% | +21.0% |
| YTD | -0.4% | +46.5% | -46.9% | -12.5% |
| 1Y | -0.8% | +34.8% | -35.6% | -10.7% |
| All | +107.3% | +47.5% | +59.8% | +67.2% |
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