+151.1%
TOST vs CTAS
+74.7%
+76.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | 0.0% | +2.0% | -1.9% | -1.1% |
| 30D | +16.2% | +8.7% | +7.5% | +11.0% |
| 3M | -1.5% | +13.3% | -14.8% | -8.1% |
| 6M | +55.3% | +39.4% | +15.9% | +27.1% |
| YTD | -2.3% | +21.5% | -23.8% | -13.1% |
| 1Y | -5.5% | +21.9% | -27.4% | -16.0% |
| 3Y | +151.1% | +73.6% | +77.5% | +101.7% |
| All | +151.1% | +74.7% | +76.4% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling