-44.5%
TOST vs CLX
-26.7%
-17.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | +13.6% | -4.2% | +6.0% |
| 30D | +13.5% | +23.4% | -9.9% | +7.8% |
| 3M | -0.1% | -2.8% | +2.7% | +0.3% |
| 6M | +22.5% | +14.0% | +8.5% | +18.5% |
| YTD | -2.4% | +4.2% | -6.5% | -4.9% |
| 1Y | -4.7% | -1.2% | -3.5% | -5.9% |
| 3Y | +103.2% | -12.7% | +115.9% | +103.6% |
| 5Y | -41.2% | -26.5% | -14.8% | -44.4% |
| All | -44.5% | -26.7% | -17.8% | -47.0% |
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