+434.0%
CIEN vs TOST
+99.4%
+334.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.1% |
| 7D | -34.0% | +11.6% | -45.6% | -35.3% |
| 30D | -48.0% | +16.2% | -64.2% | -49.4% |
| 3M | -43.5% | +1.0% | -44.6% | -43.9% |
| 6M | -57.6% | +23.2% | -80.8% | -60.0% |
| YTD | -1.3% | -1.0% | -0.3% | -2.3% |
| 1Y | +17.9% | -9.9% | +27.8% | +20.1% |
| All | +434.0% | +99.4% | +334.6% | +360.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling