-45.7%
TOST vs CHD
+23.7%
-69.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | -2.4% | -4.6% | +2.2% | -1.4% |
| 3M | +34.6% | +5.0% | +29.6% | +33.3% |
| 6M | +15.2% | -3.2% | +18.4% | +15.9% |
| YTD | -4.4% | +18.6% | -23.0% | -8.9% |
| 1Y | -17.4% | +4.8% | -22.2% | -19.1% |
| 3Y | +54.5% | +6.1% | +48.3% | +47.6% |
| All | -45.7% | +23.7% | -69.4% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling