-43.8%
TOST vs CG
-1.8%
-42.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +3.9% |
| 7D | +11.6% | -1.5% | +13.1% | +12.6% |
| 30D | +16.2% | +2.8% | +13.5% | +13.7% |
| 3M | +1.0% | -19.2% | +20.3% | +16.3% |
| 6M | +23.2% | -21.0% | +44.2% | +41.5% |
| YTD | -1.0% | -31.0% | +30.0% | +23.8% |
| 1Y | -9.9% | -21.1% | +11.2% | +1.7% |
| 3Y | +101.0% | +48.8% | +52.2% | +22.8% |
| 5Y | -40.4% | -21.5% | -18.9% | -33.8% |
| All | -43.8% | -1.8% | -42.0% | -48.8% |
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 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