-44.5%
TOST vs CFG
+84.2%
-128.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +9.4% | -0.9% | +10.3% | +10.0% |
| 30D | +13.5% | +1.1% | +12.4% | +12.9% |
| 3M | -0.1% | -12.0% | +11.8% | +7.1% |
| 6M | +22.5% | -2.2% | +24.7% | +23.3% |
| YTD | -2.4% | +11.4% | -13.8% | -9.6% |
| 1Y | -4.7% | +27.8% | -32.5% | -18.7% |
| 3Y | +103.2% | +173.3% | -70.1% | +9.5% |
| 5Y | -41.2% | +62.4% | -103.7% | -56.5% |
| All | -44.5% | +84.2% | -128.8% | -56.3% |
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