+107.3%
TOST vs CSGP
-57.8%
+165.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +3.6% |
| 7D | +10.7% | +18.3% | -7.6% | +2.5% |
| 30D | +17.7% | +17.8% | 0.0% | +7.6% |
| 3M | +4.6% | +9.3% | -4.6% | -1.5% |
| 6M | +20.3% | -7.9% | +28.2% | +23.0% |
| YTD | -0.4% | -51.5% | +51.2% | +37.8% |
| 1Y | -0.8% | -53.3% | +52.6% | +39.8% |
| All | +107.3% | -57.8% | +165.1% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling