-46.4%
TOST vs CP
+51.2%
-97.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | -4.7% | +0.9% | -5.6% | -5.2% |
| 30D | +8.5% | +10.3% | -1.8% | +1.9% |
| 3M | -1.6% | +2.3% | -3.9% | -3.0% |
| 6M | +44.1% | +10.7% | +33.4% | +33.9% |
| YTD | -5.6% | +29.3% | -34.9% | -23.0% |
| 1Y | -12.6% | +31.5% | -44.0% | -29.5% |
| 3Y | +137.6% | +36.7% | +100.8% | +80.3% |
| 5Y | -30.4% | +26.8% | -57.1% | -46.2% |
| All | -46.4% | +51.2% | -97.5% | -66.0% |
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