+61.1%
ICE vs TOST
-47.1%
+108.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +3.2% | +3.0% | +0.2% | +2.8% |
| 30D | +12.9% | +10.3% | +2.7% | +11.4% |
| 3M | +17.5% | -3.3% | +20.8% | +17.9% |
| 6M | +14.0% | +37.8% | -23.8% | +8.9% |
| YTD | +10.0% | -2.8% | +12.8% | +9.3% |
| 1Y | +19.5% | -9.6% | +29.1% | +19.8% |
| 3Y | +66.8% | +144.6% | -77.9% | +43.8% |
| 5Y | +40.3% | -31.0% | +71.3% | +26.0% |
| All | +61.1% | -47.1% | +108.2% | +47.0% |
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