+434.6%
CIEN vs TOST
-47.1%
+481.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -9.3% | +3.0% | -12.3% | -9.9% |
| 30D | -39.5% | +10.3% | -49.8% | -40.8% |
| 3M | -29.8% | -3.3% | -26.5% | -29.8% |
| 6M | -50.4% | +37.8% | -88.2% | -54.2% |
| YTD | +16.3% | -2.8% | +19.1% | +13.8% |
| 1Y | +30.4% | -9.6% | +39.9% | +29.6% |
| 3Y | +516.6% | +144.6% | +371.9% | +392.1% |
| 5Y | +349.8% | -31.0% | +380.7% | +284.3% |
| All | +434.6% | -47.1% | +481.7% | +368.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling