-0.8%
TOST vs CHD
+30.9%
-31.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.8% |
| 7D | +10.7% | +6.9% | +3.8% | +9.1% |
| 30D | +17.7% | +17.1% | +0.6% | +14.4% |
| 3M | +4.6% | +9.1% | -4.5% | +2.5% |
| 6M | +20.3% | +21.4% | -1.1% | +18.1% |
| YTD | -0.4% | +34.9% | -35.3% | -10.6% |
| 1Y | -0.8% | +31.0% | -31.8% | -9.7% |
| All | -0.8% | +30.9% | -31.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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