-40.6%
TOST vs COR
+178.3%
-218.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +9.4% | +0.8% | +8.6% | +9.4% |
| 30D | +13.5% | +5.1% | +8.3% | +13.2% |
| 3M | -0.1% | +2.8% | -3.0% | -0.3% |
| 6M | +22.5% | +32.5% | -10.1% | +21.4% |
| YTD | -2.4% | -0.7% | -1.7% | -2.3% |
| 1Y | -4.7% | -6.7% | +2.0% | -4.4% |
| 3Y | +103.2% | +73.7% | +29.5% | +89.9% |
| All | -40.6% | +178.3% | -218.9% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling