-43.8%
TOST vs CL
+45.7%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +11.6% | +5.9% | +5.7% | +10.4% |
| 30D | +16.2% | +13.8% | +2.5% | +13.4% |
| 3M | +1.0% | +6.4% | -5.4% | -0.2% |
| 6M | +23.2% | +15.6% | +7.6% | +20.0% |
| YTD | -1.0% | +27.9% | -28.9% | -6.2% |
| 1Y | -9.9% | +31.4% | -41.3% | -15.1% |
| 3Y | +101.0% | +41.4% | +59.6% | +80.4% |
| 5Y | -40.4% | +42.8% | -83.2% | -49.7% |
| All | -43.8% | +45.7% | -89.4% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling