-17.4%
TOST vs CTAS
-1.7%
-15.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.6% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +34.6% | +11.7% | +22.9% | +25.9% |
| 6M | +15.2% | +0.7% | +14.5% | +16.6% |
| YTD | -4.4% | +7.4% | -11.8% | -7.9% |
| 1Y | -17.4% | -2.1% | -15.3% | -20.9% |
| All | -17.4% | -1.7% | -15.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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