+481.6%
CIEN vs TOST
-47.7%
+529.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.0% |
| 7D | +8.7% | -3.6% | +12.3% | +9.5% |
| 30D | -26.9% | +8.9% | -35.8% | -28.4% |
| 3M | -23.6% | -2.2% | -21.4% | -23.8% |
| 6M | -49.1% | +41.0% | -90.1% | -53.3% |
| YTD | +26.6% | -4.0% | +30.6% | +24.0% |
| 1Y | +42.7% | -9.6% | +52.3% | +41.8% |
| 3Y | +570.8% | +141.7% | +429.2% | +436.4% |
| 5Y | +386.4% | -29.5% | +415.9% | +314.4% |
| All | +481.6% | -47.7% | +529.4% | +410.3% |
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