-45.7%
TOST vs CHRW
+88.5%
-134.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -2.4% | -3.5% | +1.0% | -1.5% |
| 3M | +34.6% | -19.4% | +54.0% | +41.9% |
| 6M | +15.2% | -21.4% | +36.6% | +21.7% |
| YTD | -4.4% | -7.1% | +2.7% | -5.7% |
| 1Y | -17.4% | +17.8% | -35.2% | -26.4% |
| 3Y | +54.5% | +78.8% | -24.3% | +11.2% |
| All | -45.7% | +88.5% | -134.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling