-45.7%
TOST vs CTAS
+111.6%
-157.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.3% |
| 7D | -3.4% | -1.8% | -1.6% | -1.8% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +34.6% | +11.7% | +22.9% | +19.9% |
| 6M | +15.2% | +0.7% | +14.5% | +12.9% |
| YTD | -4.4% | +7.4% | -11.8% | -12.3% |
| 1Y | -17.4% | -2.1% | -15.3% | -17.1% |
| 3Y | +54.5% | +62.9% | -8.5% | -20.8% |
| All | -45.7% | +111.6% | -157.3% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling