-44.5%
TOST vs CTAS
+134.7%
-179.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | +0.2% |
| 7D | +9.4% | +1.2% | +8.3% | +8.5% |
| 30D | +13.5% | +12.8% | +0.7% | +1.8% |
| 3M | -0.1% | +10.3% | -10.4% | -8.8% |
| 6M | +22.5% | +32.0% | -9.5% | -6.7% |
| YTD | -2.4% | +19.1% | -21.5% | -18.5% |
| 1Y | -4.7% | +21.5% | -26.2% | -21.9% |
| 3Y | +103.2% | +76.0% | +27.2% | -1.6% |
| 5Y | -41.2% | +110.9% | -152.1% | -78.7% |
| All | -44.5% | +134.7% | -179.2% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling