-43.8%
TOST vs CSGP
-63.8%
+20.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.5% |
| 7D | +11.6% | +13.9% | -2.3% | +2.1% |
| 30D | +16.2% | +16.0% | +0.2% | +2.6% |
| 3M | +1.0% | +6.1% | -5.1% | -6.2% |
| 6M | +23.2% | -8.2% | +31.4% | +26.0% |
| YTD | -1.0% | -52.3% | +51.3% | +61.6% |
| 1Y | -9.9% | -54.5% | +44.6% | +52.2% |
| 3Y | +101.0% | -58.6% | +159.6% | +236.0% |
| 5Y | -40.4% | -61.5% | +21.1% | +4.6% |
| All | -43.8% | -63.8% | +20.1% | -14.3% |
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