+64.0%
CVX vs TOST
+96.7%
-32.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -9.7% | +9.4% | -19.2% | -10.1% |
| 30D | +3.6% | +13.5% | -9.8% | +3.0% |
| 3M | +13.3% | -0.1% | +13.5% | +13.3% |
| 6M | +16.9% | +22.5% | -5.6% | +15.4% |
| YTD | +43.4% | -2.4% | +45.8% | +43.8% |
| 1Y | +44.5% | -4.7% | +49.2% | +45.1% |
| 3Y | +64.0% | +103.2% | -39.3% | +51.8% |
| All | +64.0% | +96.7% | -32.7% | +51.8% |
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