+23.2%
TOST vs CLF
+8.4%
+14.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.2% | +11.6% | -1.5% |
| 7D | +11.6% | -21.0% | +32.6% | +9.7% |
| 30D | +16.2% | -8.0% | +24.2% | +15.3% |
| 3M | +1.0% | -10.9% | +11.9% | 0.0% |
| 6M | +23.2% | +5.8% | +17.4% | +28.8% |
| All | +23.2% | +8.4% | +14.8% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling