-17.4%
TOST vs CMS
-1.9%
-15.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -2.4% | -3.6% | +1.2% | -3.1% |
| 3M | +34.6% | -1.9% | +36.5% | +34.8% |
| 6M | +15.2% | -11.0% | +26.2% | +13.2% |
| YTD | -4.4% | +0.2% | -4.6% | -5.6% |
| 1Y | -17.4% | -1.3% | -16.1% | -17.9% |
| All | -17.4% | -1.9% | -15.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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