-45.7%
TOST vs CLF
-38.1%
-7.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -3.4% | +7.6% | -11.0% | -5.1% |
| 30D | -2.4% | -1.2% | -1.3% | -2.4% |
| 3M | +34.6% | -13.4% | +48.0% | +37.6% |
| 6M | +15.2% | +15.4% | -0.2% | +8.1% |
| YTD | -4.4% | -5.9% | +1.5% | -7.1% |
| 1Y | -17.4% | +18.8% | -36.2% | -27.5% |
| 3Y | +54.5% | -19.4% | +73.9% | +41.8% |
| All | -45.7% | -38.1% | -7.6% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling