-46.4%
TOST vs CMS
+31.9%
-78.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | +8.5% | +5.3% | +3.3% | +6.8% |
| 3M | -1.6% | -0.3% | -1.2% | -1.5% |
| 6M | +44.1% | -4.0% | +48.2% | +45.6% |
| YTD | -5.6% | +2.1% | -7.7% | -7.4% |
| 1Y | -12.6% | -4.7% | -7.9% | -11.9% |
| 3Y | +137.6% | +36.8% | +100.8% | +102.5% |
| 5Y | -30.4% | +34.9% | -65.2% | -40.0% |
| All | -46.4% | +31.9% | -78.2% | -53.2% |
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