-8.9%
TOST vs CG
-18.0%
+9.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -2.3% |
| 7D | +4.0% | +3.0% | +1.0% | +2.6% |
| 30D | +11.1% | +10.1% | +0.9% | +6.5% |
| 3M | +0.8% | -10.8% | +11.7% | +4.7% |
| 6M | +38.8% | -15.2% | +54.0% | +47.6% |
| YTD | -2.1% | -26.9% | +24.8% | +11.1% |
| All | -8.9% | -18.0% | +9.0% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling