+103.2%
TOST vs CL
+38.3%
+65.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | +9.4% | +1.3% | +8.1% | +9.3% |
| 30D | +13.5% | +11.4% | +2.1% | +12.1% |
| 3M | -0.1% | +4.4% | -4.6% | -0.7% |
| 6M | +22.5% | +10.8% | +11.7% | +21.3% |
| YTD | -2.4% | +25.1% | -27.5% | -5.2% |
| 1Y | -4.7% | +28.0% | -32.7% | -7.7% |
| 3Y | +103.2% | +37.6% | +65.6% | +90.6% |
| All | +103.2% | +38.3% | +65.0% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling