-45.4%
TOST vs CHRW
+70.7%
-116.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | +8.9% | -4.3% | +13.2% | +9.9% |
| 3M | -2.2% | -7.4% | +5.2% | -0.8% |
| 6M | +41.0% | -20.7% | +61.7% | +47.4% |
| YTD | -4.0% | -15.9% | +11.9% | -3.1% |
| 1Y | -9.6% | -9.9% | +0.3% | -11.1% |
| 3Y | +141.7% | +79.0% | +62.7% | +67.6% |
| 5Y | -29.5% | +61.3% | -90.8% | -44.7% |
| All | -45.4% | +70.7% | -116.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling