+429.1%
CIEN vs TOST
-46.7%
+475.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.6% |
| 7D | -5.3% | +4.0% | -9.3% | -6.1% |
| 30D | -40.1% | +11.1% | -51.2% | -41.5% |
| 3M | -34.7% | +0.8% | -35.5% | -35.3% |
| 6M | -50.9% | +38.8% | -89.7% | -54.7% |
| YTD | +15.2% | -2.1% | +17.2% | +12.5% |
| 1Y | +35.2% | -6.0% | +41.2% | +33.3% |
| 3Y | +522.6% | +149.8% | +372.8% | +394.9% |
| 5Y | +344.2% | -42.8% | +387.0% | +289.1% |
| All | +429.1% | -46.7% | +475.9% | +362.7% |
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