-40.6%
TOST vs CP
+24.4%
-64.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 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% | -19.1% |
| 1Y | -4.7% | +34.6% | -39.3% | -24.8% |
| 3Y | +103.2% | +26.7% | +76.5% | +62.6% |
| All | -40.6% | +24.4% | -64.9% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling