-45.7%
TOST vs CF
+197.0%
-242.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | -3.4% | +6.0% | -9.4% | -4.4% |
| 30D | -2.4% | +14.8% | -17.3% | -4.8% |
| 3M | +34.6% | +14.1% | +20.6% | +31.2% |
| 6M | +15.2% | +28.5% | -13.3% | +7.4% |
| YTD | -4.4% | +74.9% | -79.3% | -17.3% |
| 1Y | -17.4% | +61.7% | -79.1% | -27.2% |
| 3Y | +54.5% | +80.3% | -25.9% | +30.2% |
| All | -45.7% | +197.0% | -242.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling