-44.4%
TOST vs CP
+50.2%
-94.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.0% |
| 7D | +4.0% | +2.8% | +1.3% | +2.2% |
| 30D | +11.1% | +11.3% | -0.3% | +3.7% |
| 3M | +0.8% | +2.9% | -2.0% | -1.0% |
| 6M | +38.8% | +9.8% | +29.0% | +29.7% |
| YTD | -2.1% | +28.5% | -30.6% | -19.8% |
| 1Y | -6.0% | +33.5% | -39.5% | -25.1% |
| 3Y | +149.8% | +31.9% | +117.8% | +94.7% |
| 5Y | -42.8% | +25.5% | -68.3% | -55.4% |
| All | -44.4% | +50.2% | -94.6% | -64.5% |
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