-44.5%
TOST vs COR
+216.2%
-260.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.2% |
| 7D | 0.0% | +7.8% | -7.8% | -0.6% |
| 30D | +16.2% | +7.0% | +9.2% | +15.5% |
| 3M | -1.5% | +16.3% | -17.8% | -2.6% |
| 6M | +55.3% | +41.3% | +14.0% | +52.3% |
| YTD | -2.3% | +7.1% | -9.5% | -3.0% |
| 1Y | -5.5% | -0.8% | -4.7% | -5.6% |
| 3Y | +151.1% | +85.0% | +66.1% | +129.9% |
| 5Y | -27.9% | +203.9% | -231.8% | -51.0% |
| All | -44.5% | +216.2% | -260.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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