+56.7%
TOST vs COR
+93.9%
-37.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | 0.0% |
| 7D | -3.4% | +2.8% | -6.2% | -3.3% |
| 30D | -2.4% | +4.5% | -7.0% | -2.1% |
| 3M | +34.6% | +22.7% | +11.9% | +36.9% |
| 6M | +15.2% | -9.7% | +24.9% | +13.9% |
| YTD | -4.4% | -1.4% | -3.0% | -4.1% |
| 1Y | -17.4% | +13.9% | -31.3% | -15.4% |
| All | +56.7% | +93.9% | -37.2% | +83.3% |
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