-27.7%
TOST vs CG
-23.0%
-4.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +2.7% |
| 7D | 0.0% | +0.2% | -0.1% | -0.4% |
| 30D | +16.2% | +11.2% | +5.0% | +7.4% |
| 3M | -1.5% | -22.1% | +20.6% | +16.1% |
| 6M | +55.3% | -17.9% | +73.2% | +74.2% |
| YTD | -2.3% | -31.3% | +29.0% | +22.3% |
| 1Y | -5.5% | -24.0% | +18.4% | +9.5% |
| 3Y | +151.1% | +45.0% | +106.2% | +55.8% |
| All | -27.7% | -23.0% | -4.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling