+164.3%
CVX vs TOST
-47.1%
+211.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -6.2% | +3.0% | -9.2% | -6.4% |
| 30D | -0.4% | +10.3% | -10.6% | -0.9% |
| 3M | +9.3% | -3.3% | +12.6% | +9.4% |
| 6M | +18.4% | +37.8% | -19.4% | +15.8% |
| YTD | +42.5% | -2.8% | +45.2% | +42.1% |
| 1Y | +41.0% | -9.6% | +50.6% | +41.3% |
| 3Y | +67.5% | +144.6% | -77.1% | +55.7% |
| 5Y | +126.1% | -31.0% | +157.1% | +117.4% |
| All | +164.3% | -47.1% | +211.4% | +157.4% |
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