-4.7%
TOST vs CHRW
-16.7%
+12.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +9.4% | +0.6% | +8.9% | +9.4% |
| 30D | +13.5% | -7.3% | +20.8% | +14.5% |
| 3M | -0.1% | -14.2% | +14.0% | +1.6% |
| 6M | +22.5% | -25.1% | +47.5% | +23.8% |
| YTD | -2.4% | -21.2% | +18.8% | -5.4% |
| 1Y | -4.7% | -14.2% | +9.5% | -14.8% |
| All | -4.7% | -16.7% | +12.0% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling