-40.6%
TOST vs CHD
+30.9%
-71.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +9.4% | +2.0% | +7.5% | +9.0% |
| 30D | +13.5% | +13.0% | +0.5% | +10.3% |
| 3M | -0.1% | +6.1% | -6.2% | -1.5% |
| 6M | +22.5% | +15.9% | +6.6% | +18.5% |
| YTD | -2.4% | +31.6% | -34.0% | -9.0% |
| 1Y | -4.7% | +28.5% | -33.2% | -10.7% |
| 3Y | +103.2% | +30.5% | +72.8% | +83.4% |
| All | -40.6% | +30.9% | -71.5% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling