+103.2%
TOST vs CLF
-33.4%
+136.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +9.4% | -19.6% | +29.0% | +12.1% |
| 30D | +13.5% | -5.0% | +18.5% | +13.3% |
| 3M | -0.1% | -6.3% | +6.2% | -0.5% |
| 6M | +22.5% | +2.8% | +19.7% | +19.3% |
| YTD | -2.4% | -13.7% | +11.3% | -3.6% |
| 1Y | -4.7% | +13.6% | -18.3% | -10.9% |
| 3Y | +103.2% | -34.0% | +137.2% | +83.1% |
| All | +103.2% | -33.4% | +136.6% | +83.1% |
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