-45.4%
TOST vs CAKE
+182.2%
-227.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -3.6% | -4.7% | +1.1% | -1.1% |
| 30D | +8.9% | +0.9% | +8.0% | +7.8% |
| 3M | -2.2% | -2.7% | +0.5% | -1.8% |
| 6M | +41.0% | +81.2% | -40.2% | -3.6% |
| YTD | -4.0% | +120.6% | -124.5% | -43.3% |
| 1Y | -9.6% | +142.7% | -152.3% | -50.1% |
| 3Y | +141.7% | +283.3% | -141.6% | -8.8% |
| 5Y | -29.5% | +178.1% | -207.6% | -71.6% |
| All | -45.4% | +182.2% | -227.7% | -77.9% |
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