-44.4%
TOST vs CG
+4.0%
-48.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -4.3% |
| 7D | +4.0% | +3.0% | +1.0% | +1.5% |
| 30D | +11.1% | +10.1% | +0.9% | +3.4% |
| 3M | +0.8% | -10.8% | +11.7% | +8.1% |
| 6M | +38.8% | -15.2% | +54.0% | +52.4% |
| YTD | -2.1% | -26.9% | +24.8% | +17.4% |
| 1Y | -6.0% | -17.0% | +11.0% | +2.4% |
| 3Y | +149.8% | +54.6% | +95.1% | +49.2% |
| 5Y | -42.8% | -16.7% | -26.0% | -39.0% |
| All | -44.4% | +4.0% | -48.4% | -51.4% |
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