-9.6%
TOST vs CHRW
-12.5%
+2.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -3.4% | +6.3% | +3.4% |
| 30D | +10.3% | -9.4% | +19.6% | +11.5% |
| 3M | -3.3% | -12.6% | +9.4% | -1.9% |
| 6M | +37.8% | -24.2% | +62.0% | +39.3% |
| YTD | -2.8% | -18.9% | +16.1% | -5.5% |
| 1Y | -9.6% | -13.7% | +4.1% | -16.7% |
| All | -9.6% | -12.5% | +2.9% | -16.7% |
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