-39.7%
TOST vs CLX
-26.6%
-13.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +11.6% | +12.4% | -0.8% | +8.4% |
| 30D | +16.2% | +21.1% | -4.9% | +10.9% |
| 3M | +1.0% | -3.3% | +4.4% | +1.6% |
| 6M | +23.2% | +18.8% | +4.4% | +18.1% |
| YTD | -1.0% | +3.9% | -4.9% | -3.5% |
| 1Y | -9.9% | -3.8% | -6.1% | -10.4% |
| 3Y | +101.0% | -10.5% | +111.5% | +99.7% |
| All | -39.7% | -26.6% | -13.1% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling