-4.7%
TOST vs CRL
+101.2%
-105.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.2% | -3.5% |
| 7D | +9.4% | -6.1% | +15.5% | +11.0% |
| 30D | +13.5% | +12.4% | +1.1% | +7.6% |
| 3M | -0.1% | +27.1% | -27.3% | -10.0% |
| 6M | +22.5% | +85.7% | -63.3% | -5.6% |
| YTD | -2.4% | +69.2% | -71.6% | -21.7% |
| 1Y | -4.7% | +97.5% | -102.2% | -29.1% |
| All | -4.7% | +101.2% | -105.9% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling