+2,440.6%
CLS vs TOST
-46.9%
+2,487.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.8% | -6.2% |
| 7D | +16.3% | 0.0% | +16.3% | +16.2% |
| 30D | -25.7% | +16.2% | -41.8% | -28.8% |
| 3M | -30.9% | -1.5% | -29.3% | -31.3% |
| 6M | -35.5% | +55.3% | -90.8% | -43.1% |
| YTD | -18.7% | -2.3% | -16.4% | -20.7% |
| 1Y | -17.9% | -5.5% | -12.4% | -19.4% |
| 3Y | +838.1% | +151.1% | +687.0% | +630.2% |
| 5Y | +1,971.9% | -27.9% | +1,999.8% | +1,740.7% |
| All | +2,440.6% | -46.9% | +2,487.5% | +2,235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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