+142.7%
TOST vs CHD
+29.4%
+113.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.7% | +0.4% | -5.0% | -4.7% |
| 30D | +8.5% | +11.6% | -3.1% | +6.8% |
| 3M | -1.6% | +10.7% | -12.3% | -3.1% |
| 6M | +44.1% | +20.2% | +23.9% | +41.0% |
| YTD | -5.6% | +34.5% | -40.1% | -9.8% |
| 1Y | -12.6% | +32.6% | -45.1% | -16.3% |
| All | +142.7% | +29.4% | +113.3% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling