+65.9%
ICE vs TOST
+96.7%
-30.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +2.0% | +9.4% | -7.4% | +0.8% |
| 30D | +12.9% | +13.5% | -0.6% | +11.0% |
| 3M | +15.4% | -0.1% | +15.6% | +15.2% |
| 6M | +13.1% | +22.5% | -9.4% | +9.7% |
| YTD | +7.5% | -2.4% | +9.8% | +6.5% |
| 1Y | +18.3% | -4.7% | +23.0% | +17.5% |
| 3Y | +65.9% | +103.2% | -37.3% | +53.0% |
| All | +65.9% | +96.7% | -30.7% | +53.0% |
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