-45.4%
TOST vs CFG
+90.5%
-135.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.2% |
| 30D | +8.9% | +3.1% | +5.7% | +7.1% |
| 3M | -2.2% | -9.7% | +7.5% | +3.4% |
| 6M | +41.0% | +6.7% | +34.3% | +34.9% |
| YTD | -4.0% | +15.2% | -19.1% | -12.8% |
| 1Y | -9.6% | +28.8% | -38.4% | -23.2% |
| 3Y | +141.7% | +190.1% | -48.4% | +25.7% |
| 5Y | -29.5% | +63.4% | -92.9% | -49.7% |
| All | -45.4% | +90.5% | -135.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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