-40.6%
TOST vs CRL
-10.4%
-30.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | -0.1% | +27.1% | -27.3% | -12.9% |
| 6M | +22.5% | +85.7% | -63.3% | -12.3% |
| YTD | -2.4% | +69.2% | -71.6% | -27.8% |
| 1Y | -4.7% | +97.5% | -102.2% | -35.1% |
| 3Y | +103.2% | +86.1% | +17.1% | +27.5% |
| All | -40.6% | -10.4% | -30.2% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling