-17.4%
TOST vs CL
+8.2%
-25.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -2.4% | -4.8% | +2.4% | -1.5% |
| 3M | +34.6% | +4.9% | +29.7% | +34.6% |
| 6M | +15.2% | -5.7% | +20.9% | +14.8% |
| YTD | -4.4% | +14.4% | -18.8% | -10.9% |
| 1Y | -17.4% | +8.7% | -26.2% | -20.3% |
| All | -17.4% | +8.2% | -25.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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