-44.5%
TOST vs CP
+47.3%
-91.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.3% |
| 7D | +9.4% | +2.8% | +6.7% | +7.6% |
| 30D | +13.5% | +10.2% | +3.3% | +6.7% |
| 3M | -0.1% | +2.4% | -2.5% | -1.7% |
| 6M | +22.5% | +7.7% | +14.8% | +15.7% |
| YTD | -2.4% | +26.0% | -28.4% | -18.9% |
| 1Y | -4.7% | +34.6% | -39.3% | -24.7% |
| 3Y | +103.2% | +26.7% | +76.5% | +63.1% |
| 5Y | -41.2% | +24.9% | -66.1% | -53.9% |
| All | -44.5% | +47.3% | -91.8% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling