-46.4%
TOST vs CHRW
+71.5%
-117.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -4.7% | +4.7% | -9.4% | -6.0% |
| 30D | +8.5% | -2.6% | +11.1% | +9.0% |
| 3M | -1.6% | -8.0% | +6.4% | +0.1% |
| 6M | +44.1% | -19.0% | +63.1% | +49.5% |
| YTD | -5.6% | -15.5% | +9.9% | -4.9% |
| 1Y | -12.6% | -10.8% | -1.8% | -13.7% |
| 3Y | +137.6% | +79.8% | +57.8% | +64.5% |
| 5Y | -30.4% | +59.3% | -89.6% | -46.0% |
| All | -46.4% | +71.5% | -117.9% | -59.4% |
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