+162.6%
CVX vs TOST
-49.0%
+211.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +13.4% | -3.5% | +16.9% | +13.6% |
| 3M | +11.8% | +38.1% | -26.3% | +9.6% |
| 6M | +12.4% | +9.9% | +2.5% | +11.5% |
| YTD | +41.5% | -6.3% | +47.8% | +41.5% |
| 1Y | +41.6% | -18.3% | +59.9% | +42.7% |
| 3Y | +42.2% | +59.7% | -17.5% | +35.5% |
| All | +162.6% | -49.0% | +211.6% | +156.4% |
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