-8.5%
TOST vs CHD
+33.1%
-41.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +3.0% | +2.4% | +0.6% | +2.3% |
| 30D | +10.3% | +13.9% | -3.7% | +7.4% |
| 3M | -3.3% | +8.5% | -11.8% | -5.2% |
| 6M | +37.8% | +20.4% | +17.4% | +35.0% |
| YTD | -2.8% | +34.5% | -37.3% | -14.8% |
| All | -8.5% | +33.1% | -41.5% | -19.2% |
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