-17.4%
TOST vs CSGP
-64.9%
+47.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.3% |
| 7D | -3.4% | -4.1% | +0.7% | -1.4% |
| 30D | -2.4% | +2.3% | -4.8% | -4.2% |
| 3M | +34.6% | -8.2% | +42.8% | +39.3% |
| 6M | +15.2% | -35.1% | +50.3% | +43.4% |
| YTD | -4.4% | -54.0% | +49.6% | +41.6% |
| 1Y | -17.4% | -65.3% | +47.9% | +45.2% |
| All | -17.4% | -64.9% | +47.5% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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