-44.5%
TOST vs CRL
-23.3%
-21.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -4.9% |
| 7D | +9.4% | -6.1% | +15.5% | +11.6% |
| 30D | +13.5% | +12.4% | +1.1% | +5.9% |
| 3M | -0.1% | +27.1% | -27.3% | -12.7% |
| 6M | +22.5% | +85.7% | -63.3% | -11.7% |
| YTD | -2.4% | +69.2% | -71.6% | -27.3% |
| 1Y | -4.7% | +97.5% | -102.2% | -34.5% |
| 3Y | +103.2% | +86.1% | +17.1% | +29.5% |
| 5Y | -41.2% | -10.0% | -31.2% | -41.5% |
| All | -44.5% | -23.3% | -21.2% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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