-8.9%
TOST vs CMS
-1.1%
-7.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +4.0% | -0.9% | +5.0% | +3.9% |
| 30D | +11.1% | +7.1% | +4.0% | +12.4% |
| 3M | +0.8% | -1.3% | +2.1% | -0.1% |
| 6M | +38.8% | -2.7% | +41.5% | +37.8% |
| YTD | -2.1% | +2.6% | -4.7% | -1.6% |
| All | -8.9% | -1.1% | -7.8% | -7.1% |
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