-44.4%
TOST vs CTAS
+135.6%
-179.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +4.0% | -0.7% | +4.8% | +4.8% |
| 30D | +11.1% | +10.3% | +0.8% | +1.7% |
| 3M | +0.8% | +10.2% | -9.3% | -7.9% |
| 6M | +38.8% | +34.4% | +4.4% | +3.6% |
| YTD | -2.1% | +19.6% | -21.6% | -18.5% |
| 1Y | -6.0% | +21.8% | -27.8% | -23.2% |
| 3Y | +149.8% | +74.1% | +75.7% | +22.9% |
| 5Y | -42.8% | +114.0% | -156.8% | -79.5% |
| All | -44.4% | +135.6% | -179.9% | -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