+46.8%
ICE vs TOST
-48.0%
+94.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | -3.4% | +2.8% | -0.2% |
| 30D | +7.6% | -2.4% | +10.1% | +7.9% |
| 3M | +13.9% | +34.6% | -20.7% | +9.5% |
| 6M | -2.4% | +15.2% | -17.6% | -4.7% |
| YTD | +0.3% | -4.4% | +4.7% | 0.0% |
| 1Y | -6.4% | -17.4% | +11.0% | -5.3% |
| 3Y | +43.1% | +54.5% | -11.4% | +30.7% |
| All | +46.8% | -48.0% | +94.8% | +34.4% |
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 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