+174.5%
CIEN vs TOST
-20.0%
+194.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -15.2% | -3.4% | -11.8% | -15.7% |
| 30D | -21.5% | -2.4% | -19.0% | -21.6% |
| 3M | -40.1% | +34.6% | -74.7% | -37.5% |
| 6M | -6.6% | +15.2% | -21.8% | -3.0% |
| YTD | +37.3% | -4.4% | +41.6% | +45.5% |
| 1Y | +174.5% | -17.4% | +192.0% | +192.9% |
| All | +174.5% | -20.0% | +194.6% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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