-46.7%
TOST vs CTVA
+116.3%
-163.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -0.9% | -2.1% | +1.2% | +0.1% |
| 30D | -3.5% | +12.0% | -15.5% | -8.6% |
| 3M | +38.1% | +13.5% | +24.7% | +28.7% |
| 6M | +9.9% | +12.1% | -2.2% | +1.6% |
| YTD | -6.3% | +29.0% | -35.3% | -20.1% |
| 1Y | -18.3% | +18.9% | -37.2% | -27.4% |
| 3Y | +59.7% | +78.9% | -19.1% | +12.1% |
| All | -46.7% | +116.3% | -163.1% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling