-44.5%
TOST vs CL
+47.1%
-91.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | +16.2% | +8.0% | +8.1% | +14.5% |
| 3M | -1.5% | +7.9% | -9.4% | -3.0% |
| 6M | +55.3% | +14.7% | +40.6% | +51.4% |
| YTD | -2.3% | +29.2% | -31.5% | -7.6% |
| 1Y | -5.5% | +29.5% | -35.1% | -10.7% |
| 3Y | +151.1% | +40.7% | +110.5% | +125.9% |
| 5Y | -27.9% | +43.9% | -71.8% | -39.3% |
| All | -44.5% | +47.1% | -91.6% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling