+20.3%
TOST vs CF
-9.1%
+29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +5.0% |
| 7D | +10.7% | -6.9% | +17.6% | +9.9% |
| 30D | +17.7% | -3.7% | +21.5% | +17.2% |
| 3M | +4.6% | -5.0% | +9.6% | +4.1% |
| 6M | +20.3% | -10.5% | +30.7% | +18.5% |
| All | +20.3% | -9.1% | +29.4% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling