+48.9%
CIEN vs TOST
+2.2%
+46.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.5% | -14.8% | -8.0% |
| 7D | -25.0% | +10.7% | -35.8% | -23.1% |
| 30D | -30.1% | +17.7% | -47.9% | -27.6% |
| 3M | -33.8% | +4.6% | -38.4% | -32.7% |
| 6M | -49.4% | +20.3% | -69.7% | -46.7% |
| YTD | +16.4% | -0.4% | +16.8% | +26.3% |
| 1Y | +48.9% | -0.8% | +49.6% | +61.2% |
| All | +48.9% | +2.2% | +46.7% | +61.2% |
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