-40.4%
TOST vs CP
+27.2%
-67.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +11.6% | +6.1% | +5.5% | +7.5% |
| 30D | +16.2% | +9.8% | +6.5% | +9.4% |
| 3M | +1.0% | +2.7% | -1.7% | -0.8% |
| 6M | +23.2% | +12.8% | +10.4% | +12.7% |
| YTD | -1.0% | +28.2% | -29.1% | -18.9% |
| 1Y | -9.9% | +34.1% | -44.0% | -28.5% |
| 3Y | +101.0% | +28.9% | +72.2% | +59.1% |
| 5Y | -40.4% | +27.1% | -67.5% | -52.8% |
| All | -40.4% | +27.2% | -67.6% | -52.8% |
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