-45.7%
TOST vs COR
+190.9%
-236.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | -2.4% | +4.5% | -7.0% | -2.7% |
| 3M | +34.6% | +22.7% | +11.9% | +33.3% |
| 6M | +15.2% | -9.7% | +24.9% | +15.9% |
| YTD | -4.4% | -1.4% | -3.0% | -4.3% |
| 1Y | -17.4% | +13.9% | -31.3% | -18.4% |
| 3Y | +54.5% | +94.0% | -39.5% | +37.4% |
| All | -45.7% | +190.9% | -236.6% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling