-9.6%
TOST vs CTAS
+23.7%
-33.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.2% |
| 30D | +8.9% | +10.7% | -1.9% | +3.7% |
| 3M | -2.2% | +11.0% | -13.2% | -7.0% |
| 6M | +41.0% | +38.7% | +2.2% | +16.9% |
| YTD | -4.0% | +21.8% | -25.7% | -13.1% |
| 1Y | -9.6% | +23.6% | -33.2% | -19.5% |
| All | -9.6% | +23.7% | -33.2% | -19.5% |
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