-44.5%
TOST vs CSGP
-65.5%
+21.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | +1.7% |
| 7D | +9.4% | +1.3% | +8.2% | +8.5% |
| 30D | +13.5% | +10.7% | +2.8% | +3.3% |
| 3M | -0.1% | +3.3% | -3.4% | -5.7% |
| 6M | +22.5% | -10.3% | +32.8% | +27.0% |
| YTD | -2.4% | -54.6% | +52.2% | +64.4% |
| 1Y | -4.7% | -54.6% | +49.9% | +60.1% |
| 3Y | +103.2% | -60.3% | +163.6% | +248.8% |
| 5Y | -41.2% | -63.3% | +22.1% | +6.4% |
| All | -44.5% | -65.5% | +21.0% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling