-44.5%
TOST vs CMS
+34.1%
-78.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | +16.2% | +6.2% | +10.0% | +14.0% |
| 3M | -1.5% | +0.6% | -2.2% | -1.8% |
| 6M | +55.3% | -1.8% | +57.1% | +55.7% |
| YTD | -2.3% | +3.8% | -6.2% | -4.7% |
| 1Y | -5.5% | -1.8% | -3.8% | -5.8% |
| 3Y | +151.1% | +39.8% | +111.3% | +112.5% |
| 5Y | -27.9% | +37.1% | -65.1% | -38.3% |
| All | -44.5% | +34.1% | -78.6% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling