+99.3%
CME vs TOST
-46.9%
+146.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.9% | +9.4% | -8.5% | +0.5% |
| 30D | +13.2% | +13.5% | -0.3% | +12.6% |
| 3M | +16.3% | -0.1% | +16.4% | +16.2% |
| 6M | +7.1% | +22.5% | -15.3% | +6.2% |
| YTD | +15.8% | -2.4% | +18.2% | +15.7% |
| 1Y | +17.1% | -4.7% | +21.8% | +17.1% |
| 3Y | +63.2% | +103.2% | -40.1% | +54.3% |
| 5Y | +70.2% | -41.2% | +111.5% | +63.2% |
| All | +99.3% | -46.9% | +146.2% | +93.0% |
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 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