-45.7%
TOST vs CFG
+104.6%
-150.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | +1.5% | -4.9% | -4.2% |
| 30D | -2.4% | -3.8% | +1.4% | -0.4% |
| 3M | +34.6% | +11.5% | +23.1% | +26.1% |
| 6M | +15.2% | +19.2% | -4.0% | +3.2% |
| YTD | -4.4% | +23.7% | -28.1% | -16.5% |
| 1Y | -17.4% | +38.8% | -56.3% | -32.7% |
| 3Y | +54.5% | +178.9% | -124.4% | -18.0% |
| All | -45.7% | +104.6% | -150.3% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling