+56.7%
TOST vs CLF
-18.8%
+75.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -3.4% | +7.6% | -11.0% | -4.5% |
| 30D | -2.4% | -1.2% | -1.3% | -2.4% |
| 3M | +34.6% | -13.4% | +48.0% | +37.0% |
| 6M | +15.2% | +15.4% | -0.2% | +10.8% |
| YTD | -4.4% | -5.9% | +1.5% | -5.8% |
| 1Y | -17.4% | +18.8% | -36.2% | -24.4% |
| All | +56.7% | -18.8% | +75.5% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling