-45.7%
TOST vs CP
+46.0%
-91.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -3.4% | -2.7% | -0.7% | -1.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.7% |
| 3M | +34.6% | +2.6% | +32.0% | +31.7% |
| 6M | +15.2% | +6.0% | +9.2% | +9.2% |
| YTD | -4.4% | +24.9% | -29.3% | -20.3% |
| 1Y | -17.4% | +20.1% | -37.5% | -29.1% |
| 3Y | +54.5% | +16.4% | +38.1% | +32.3% |
| All | -45.7% | +46.0% | -91.7% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling