-45.7%
TOST vs CMS
+29.4%
-75.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -2.4% | -3.6% | +1.2% | -1.4% |
| 3M | +34.6% | -1.9% | +36.5% | +35.1% |
| 6M | +15.2% | -11.0% | +26.2% | +19.1% |
| YTD | -4.4% | +0.2% | -4.6% | -5.7% |
| 1Y | -17.4% | -1.3% | -16.1% | -18.1% |
| 3Y | +54.5% | +35.9% | +18.5% | +31.8% |
| All | -45.7% | +29.4% | -75.0% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling