+106.1%
TOST vs CLF
-34.5%
+140.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.2% | +11.6% | +0.9% |
| 7D | +11.6% | -21.0% | +32.6% | +14.6% |
| 30D | +16.2% | -8.0% | +24.2% | +16.5% |
| 3M | +1.0% | -10.9% | +11.9% | +1.4% |
| 6M | +23.2% | +5.8% | +17.4% | +19.3% |
| YTD | -1.0% | -15.1% | +14.1% | -2.1% |
| 1Y | -9.9% | +7.2% | -17.1% | -14.9% |
| All | +106.1% | -34.5% | +140.6% | +86.1% |
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