-44.5%
TOST vs CG
-2.4%
-42.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +9.4% | -1.2% | +10.6% | +10.2% |
| 30D | +13.5% | +5.0% | +8.5% | +9.4% |
| 3M | -0.1% | -18.2% | +18.1% | +13.9% |
| 6M | +22.5% | -20.7% | +43.2% | +40.3% |
| YTD | -2.4% | -31.4% | +29.1% | +22.6% |
| 1Y | -4.7% | -22.3% | +17.6% | +8.8% |
| 3Y | +103.2% | +50.2% | +53.1% | +23.0% |
| 5Y | -41.2% | -22.1% | -19.2% | -34.4% |
| All | -44.5% | -2.4% | -42.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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