+46.9%
CVX vs TOST
-7.5%
+54.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +2.0% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -1.0% | +16.2% | -17.1% | +0.5% |
| 3M | +12.2% | -1.5% | +13.7% | +12.5% |
| 6M | +20.3% | +55.3% | -35.0% | +24.6% |
| YTD | +48.3% | -2.3% | +50.6% | +51.2% |
| 1Y | +46.9% | -5.5% | +52.4% | +50.5% |
| All | +46.9% | -7.5% | +54.4% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling