-45.4%
TOST vs COR
+207.6%
-253.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +8.9% | +7.6% | +1.2% | +8.3% |
| 3M | -2.2% | +5.0% | -7.2% | -2.7% |
| 6M | +41.0% | +35.3% | +5.7% | +38.7% |
| YTD | -4.0% | +4.2% | -8.2% | -4.4% |
| 1Y | -9.6% | -3.4% | -6.2% | -9.5% |
| 3Y | +141.7% | +81.1% | +60.6% | +121.4% |
| 5Y | -29.5% | +195.8% | -225.3% | -51.9% |
| All | -45.4% | +207.6% | -253.0% | -63.7% |
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