-45.7%
TOST vs CRL
-34.4%
-11.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.8% |
| 7D | -3.4% | -1.0% | -2.4% | -3.0% |
| 30D | -2.4% | +10.7% | -13.1% | -7.2% |
| 3M | +34.6% | +55.3% | -20.7% | +8.0% |
| 6M | +15.2% | +60.7% | -45.5% | -10.4% |
| YTD | -4.4% | +44.6% | -49.0% | -21.9% |
| 1Y | -17.4% | +77.7% | -95.2% | -40.0% |
| 3Y | +54.5% | +37.6% | +16.8% | +19.7% |
| All | -45.7% | -34.4% | -11.3% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling