+539.0%
CIEN vs TOST
+146.3%
+392.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.0% | -5.1% |
| 7D | +15.3% | 0.0% | +15.2% | +15.2% |
| 30D | -22.0% | +16.2% | -38.2% | -24.3% |
| 3M | -36.6% | -1.5% | -35.1% | -36.8% |
| 6M | -51.5% | +55.3% | -106.8% | -56.5% |
| YTD | +20.0% | -2.3% | +22.3% | +19.0% |
| 1Y | +44.5% | -5.5% | +50.0% | +44.7% |
| 3Y | +539.0% | +151.1% | +387.9% | +402.0% |
| All | +539.0% | +146.3% | +392.7% | +402.0% |
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