-44.8%
TOST vs CHRW
+64.7%
-109.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -3.4% | +6.3% | +4.0% |
| 30D | +10.3% | -9.4% | +19.6% | +13.2% |
| 3M | -3.3% | -12.6% | +9.4% | 0.0% |
| 6M | +37.8% | -24.2% | +62.0% | +46.1% |
| YTD | -2.8% | -18.9% | +16.1% | -0.8% |
| 1Y | -9.6% | -13.7% | +4.1% | -9.9% |
| 3Y | +144.6% | +72.6% | +72.1% | +71.5% |
| 5Y | -31.0% | +55.6% | -86.5% | -45.2% |
| All | -44.8% | +64.7% | -109.4% | -57.6% |
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