+149.8%
TOST vs COR
+80.2%
+69.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.3% |
| 7D | +4.0% | +2.3% | +1.7% | +4.1% |
| 30D | +11.1% | +6.8% | +4.3% | +11.3% |
| 3M | +0.8% | +8.1% | -7.3% | +1.1% |
| 6M | +38.8% | +33.0% | +5.8% | +41.8% |
| YTD | -2.1% | +3.0% | -5.1% | -1.8% |
| 1Y | -6.0% | -3.4% | -2.6% | -6.6% |
| 3Y | +149.8% | +80.1% | +69.7% | +246.3% |
| All | +149.8% | +80.2% | +69.6% | +246.3% |
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