-48.1%
TOST vs CMI
+180.4%
-228.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | -4.7% | +0.7% | -5.4% | -5.0% |
| 30D | -9.1% | -12.3% | +3.2% | -2.7% |
| 3M | +29.8% | -16.8% | +46.6% | +40.3% |
| 6M | +10.0% | +1.5% | +8.5% | +1.1% |
| YTD | -8.6% | +9.8% | -18.4% | -22.4% |
| 1Y | -20.7% | +42.6% | -63.3% | -45.9% |
| 3Y | +55.7% | +151.0% | -95.3% | -35.8% |
| All | -48.1% | +180.4% | -228.5% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling