+35.5%
ICE vs TOST
-38.4%
+74.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 3M | +15.4% | -0.1% | +15.6% | +15.2% |
| 6M | +13.1% | +22.5% | -9.4% | +9.4% |
| YTD | +7.5% | -2.4% | +9.8% | +6.7% |
| 1Y | +18.3% | -4.7% | +23.0% | +17.8% |
| 3Y | +65.9% | +103.2% | -37.3% | +45.6% |
| All | +35.5% | -38.4% | +74.0% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling