-9.2%
TOST vs CG
-23.0%
+13.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +9.4% | -1.2% | +10.6% | +9.9% |
| 30D | +13.5% | +5.0% | +8.5% | +11.0% |
| 3M | -0.1% | -18.2% | +18.1% | +7.4% |
| 6M | +22.5% | -20.7% | +43.2% | +33.7% |
| YTD | -2.4% | -31.4% | +29.1% | +13.8% |
| All | -9.2% | -23.0% | +13.8% | -4.8% |
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