-44.8%
TOST vs COR
+206.6%
-251.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +3.0% | +2.4% | +0.5% | +2.7% |
| 30D | +10.3% | +7.7% | +2.6% | +9.6% |
| 3M | -3.3% | +7.5% | -10.8% | -3.8% |
| 6M | +37.8% | +34.1% | +3.7% | +35.6% |
| YTD | -2.8% | +3.9% | -6.6% | -3.1% |
| 1Y | -9.6% | -3.6% | -5.9% | -9.4% |
| 3Y | +144.6% | +80.5% | +64.1% | +124.2% |
| 5Y | -31.0% | +194.9% | -225.8% | -52.9% |
| All | -44.8% | +206.6% | -251.3% | -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