-44.8%
TOST vs CLX
-21.9%
-22.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +3.0% | +13.6% | -10.7% | -0.3% |
| 30D | +10.3% | +29.1% | -18.8% | +3.5% |
| 3M | -3.3% | +1.6% | -4.9% | -4.1% |
| 6M | +37.8% | +18.7% | +19.1% | +31.8% |
| YTD | -2.8% | +11.1% | -13.9% | -6.8% |
| 1Y | -9.6% | +7.0% | -16.6% | -12.5% |
| 3Y | +144.6% | -10.0% | +154.6% | +143.5% |
| 5Y | -31.0% | -22.6% | -8.3% | -35.7% |
| All | -44.8% | -21.9% | -22.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling