+59.0%
ICE vs TOST
-46.1%
+105.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +6.7% | +11.6% | -4.9% | +5.2% |
| 30D | +13.4% | +16.2% | -2.9% | +11.1% |
| 3M | +16.5% | +1.0% | +15.5% | +16.2% |
| 6M | +12.8% | +23.2% | -10.3% | +9.2% |
| YTD | +8.5% | -1.0% | +9.5% | +7.6% |
| 1Y | +20.6% | -9.9% | +30.5% | +20.8% |
| 3Y | +67.4% | +101.0% | -33.6% | +47.8% |
| 5Y | +36.6% | -40.4% | +77.0% | +23.4% |
| All | +59.0% | -46.1% | +105.1% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling