-5.5%
TOST vs CLX
+9.5%
-15.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | 0.0% | +9.5% | -9.5% | -2.0% |
| 30D | +16.2% | +30.7% | -14.5% | +9.6% |
| 3M | -1.5% | +4.2% | -5.8% | -4.0% |
| 6M | +55.3% | +22.1% | +33.2% | +49.9% |
| YTD | -2.3% | +14.1% | -16.4% | -14.2% |
| 1Y | -5.5% | +10.3% | -15.8% | -15.2% |
| All | -5.5% | +9.5% | -15.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling