+59.0%
ICE vs TOST
-46.7%
+105.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +1.0% | +4.0% | -3.0% | +0.5% |
| 30D | +11.4% | +11.1% | +0.4% | +9.9% |
| 3M | +16.2% | +0.8% | +15.3% | +15.9% |
| 6M | +12.5% | +38.8% | -26.3% | +7.4% |
| YTD | +8.6% | -2.1% | +10.6% | +7.8% |
| 1Y | +18.4% | -6.0% | +24.4% | +18.0% |
| 3Y | +66.4% | +149.8% | -83.4% | +43.2% |
| 5Y | +37.2% | -42.8% | +80.0% | +24.3% |
| All | +59.0% | -46.7% | +105.7% | +44.9% |
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