-48.9%
TOST vs CAKE
+159.6%
-208.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.2% |
| 7D | -5.9% | -5.6% | -0.2% | -2.7% |
| 30D | -8.4% | -10.5% | +2.1% | -2.8% |
| 3M | +31.4% | +43.6% | -12.2% | +4.3% |
| 6M | +10.5% | +63.0% | -52.5% | -19.7% |
| YTD | -10.1% | +102.9% | -112.9% | -43.9% |
| 1Y | -19.9% | +75.6% | -95.6% | -45.5% |
| 3Y | +53.3% | +257.7% | -204.5% | -39.6% |
| All | -48.9% | +159.6% | -208.5% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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