-44.4%
TOST vs CLX
-22.7%
-21.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -1.1% |
| 7D | +4.0% | +17.4% | -13.3% | -0.1% |
| 30D | +11.1% | +27.8% | -16.7% | +4.5% |
| 3M | +0.8% | +3.0% | -2.2% | -0.3% |
| 6M | +38.8% | +17.5% | +21.3% | +33.1% |
| YTD | -2.1% | +10.0% | -12.1% | -5.9% |
| 1Y | -6.0% | +3.3% | -9.3% | -8.3% |
| 3Y | +149.8% | -10.1% | +159.9% | +148.6% |
| 5Y | -42.8% | -23.7% | -19.0% | -46.3% |
| All | -44.4% | -22.7% | -21.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling