-44.8%
TOST vs CTAS
+137.8%
-182.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.4% |
| 30D | +10.3% | +11.3% | -1.0% | +0.1% |
| 3M | -3.3% | +11.4% | -14.7% | -12.5% |
| 6M | +37.8% | +35.6% | +2.2% | +2.0% |
| YTD | -2.8% | +20.7% | -23.5% | -19.8% |
| 1Y | -9.6% | +22.8% | -32.4% | -26.7% |
| 3Y | +144.6% | +73.4% | +71.2% | +21.5% |
| 5Y | -31.0% | +117.6% | -148.6% | -75.8% |
| All | -44.8% | +137.8% | -182.6% | -82.4% |
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