-45.7%
TOST vs CG
+15.4%
-61.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.2% |
| 7D | -3.4% | -4.3% | +0.9% | -0.4% |
| 30D | -2.4% | -5.1% | +2.6% | +0.8% |
| 3M | +34.6% | +8.7% | +25.9% | +25.0% |
| 6M | +15.2% | -9.2% | +24.4% | +20.1% |
| YTD | -4.4% | -18.9% | +14.5% | +7.3% |
| 1Y | -17.4% | -25.6% | +8.2% | -1.9% |
| 3Y | +54.5% | +57.3% | -2.8% | -7.3% |
| All | -45.7% | +15.4% | -61.1% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling