-4.7%
TOST vs CP
+32.2%
-36.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +9.4% | +2.8% | +6.7% | +9.0% |
| 30D | +13.5% | +10.2% | +3.3% | +12.0% |
| 3M | -0.1% | +2.4% | -2.5% | -0.5% |
| 6M | +22.5% | +7.7% | +14.8% | +21.4% |
| YTD | -2.4% | +26.0% | -28.4% | -8.6% |
| 1Y | -4.7% | +34.6% | -39.3% | -18.6% |
| All | -4.7% | +32.2% | -36.9% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling