-40.6%
TOST vs CFG
+61.2%
-101.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +9.4% | -0.9% | +10.3% | +10.1% |
| 30D | +13.5% | +1.1% | +12.4% | +12.9% |
| 3M | -0.1% | -12.0% | +11.8% | +7.5% |
| 6M | +22.5% | -2.2% | +24.7% | +23.3% |
| YTD | -2.4% | +11.4% | -13.8% | -10.0% |
| 1Y | -4.7% | +27.8% | -32.5% | -19.3% |
| 3Y | +103.2% | +173.3% | -70.1% | +5.0% |
| All | -40.6% | +61.2% | -101.8% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling