-5.5%
TOST vs COR
-0.1%
-5.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.1% |
| 7D | 0.0% | +7.8% | -7.8% | -0.7% |
| 30D | +16.2% | +7.0% | +9.2% | +15.4% |
| 3M | -1.5% | +16.3% | -17.8% | -2.4% |
| 6M | +55.3% | +41.3% | +14.0% | +55.5% |
| YTD | -2.3% | +7.1% | -9.5% | -2.3% |
| 1Y | -5.5% | -0.8% | -4.7% | -6.8% |
| All | -5.5% | -0.1% | -5.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling