-5.5%
TOST vs CHRW
-11.0%
+5.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | 0.0% | +7.3% | -7.3% | -0.9% |
| 30D | +16.2% | -3.6% | +19.8% | +16.5% |
| 3M | -1.5% | -9.6% | +8.0% | -0.7% |
| 6M | +55.3% | -17.0% | +72.3% | +53.8% |
| YTD | -2.3% | -15.4% | +13.1% | -4.1% |
| 1Y | -5.5% | -10.0% | +4.5% | -11.7% |
| All | -5.5% | -11.0% | +5.5% | -11.7% |
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