+144.6%
TOST vs CG
+51.3%
+93.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | +3.0% | +2.0% | +1.0% | +1.6% |
| 30D | +10.3% | +8.5% | +1.7% | +5.0% |
| 3M | -3.3% | -12.1% | +8.9% | +3.2% |
| 6M | +37.8% | -16.4% | +54.2% | +50.2% |
| YTD | -2.8% | -28.0% | +25.2% | +14.3% |
| 1Y | -9.6% | -18.9% | +9.3% | -1.3% |
| 3Y | +144.6% | +51.2% | +93.4% | +50.1% |
| All | +144.6% | +51.3% | +93.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling