+106.1%
TOST vs COR
+77.6%
+28.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.6% |
| 7D | +11.6% | +2.8% | +8.9% | +11.7% |
| 30D | +16.2% | +7.4% | +8.9% | +16.5% |
| 3M | +1.0% | +7.3% | -6.3% | +1.4% |
| 6M | +23.2% | +11.5% | +11.7% | +24.4% |
| YTD | -1.0% | +1.2% | -2.2% | -0.7% |
| 1Y | -9.9% | -3.3% | -6.6% | -10.2% |
| All | +106.1% | +77.6% | +28.5% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling