+73.1%
CVX vs TOST
+146.3%
-73.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +1.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -1.0% | +16.2% | -17.1% | -1.6% |
| 3M | +12.2% | -1.5% | +13.7% | +12.3% |
| 6M | +20.3% | +55.3% | -35.0% | +17.1% |
| YTD | +48.3% | -2.3% | +50.6% | +48.8% |
| 1Y | +46.9% | -5.5% | +52.4% | +47.8% |
| 3Y | +73.1% | +151.1% | -78.0% | +54.5% |
| All | +73.1% | +146.3% | -73.2% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling