+20.8%
CIEN vs TOST
-11.1%
+31.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.8% | +5.1% |
| 7D | -24.1% | +9.4% | -33.5% | -22.1% |
| 30D | -45.5% | +13.5% | -59.0% | -43.6% |
| 3M | -39.7% | -0.1% | -39.6% | -39.3% |
| 6M | -57.8% | +22.5% | -80.3% | -55.2% |
| YTD | +4.1% | -2.4% | +6.4% | +11.6% |
| 1Y | +20.8% | -4.7% | +25.5% | +30.4% |
| All | +20.8% | -11.1% | +31.9% | +30.4% |
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