-43.8%
TOST vs CHRW
+63.8%
-107.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.7% |
| 7D | +11.6% | +0.7% | +10.9% | +11.3% |
| 30D | +16.2% | -5.0% | +21.2% | +17.6% |
| 3M | +1.0% | -16.1% | +17.1% | +5.7% |
| 6M | +23.2% | -22.6% | +45.8% | +29.7% |
| YTD | -1.0% | -19.3% | +18.3% | +1.2% |
| 1Y | -9.9% | -14.9% | +5.0% | -9.6% |
| 3Y | +101.0% | +68.0% | +33.0% | +43.3% |
| 5Y | -40.4% | +53.2% | -93.6% | -52.9% |
| All | -43.8% | +63.8% | -107.5% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling