-44.8%
TOST vs CLF
-36.3%
-8.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.8% |
| 7D | +3.0% | -9.1% | +12.0% | +4.6% |
| 30D | +10.3% | -0.9% | +11.2% | +9.1% |
| 3M | -3.3% | +3.0% | -6.2% | -5.7% |
| 6M | +37.8% | +16.7% | +21.1% | +28.0% |
| YTD | -2.8% | -3.2% | +0.4% | -7.7% |
| 1Y | -9.6% | +24.6% | -34.2% | -20.3% |
| 3Y | +144.6% | -22.3% | +166.9% | +125.6% |
| 5Y | -31.0% | -41.2% | +10.2% | -37.4% |
| All | -44.8% | -36.3% | -8.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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