-46.7%
TOST vs CRS
+1,415.1%
-1,461.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.6% |
| 7D | -0.9% | -3.1% | +2.2% | +0.2% |
| 30D | -3.5% | -19.6% | +16.2% | +4.7% |
| 3M | +38.1% | -8.1% | +46.2% | +40.3% |
| 6M | +9.9% | +18.6% | -8.7% | -0.7% |
| YTD | -6.3% | +45.9% | -52.1% | -24.0% |
| 1Y | -18.3% | +82.5% | -100.8% | -41.6% |
| 3Y | +59.7% | +648.9% | -589.2% | -47.6% |
| All | -46.7% | +1,415.1% | -1,461.8% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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