+150.0%
TOST vs CAKE
+281.1%
-131.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | +10.3% | +0.6% | +9.7% | +9.7% |
| 3M | -3.3% | -1.6% | -1.7% | -3.3% |
| 6M | +37.8% | +78.3% | -40.5% | +6.1% |
| YTD | -2.8% | +118.8% | -121.6% | -33.3% |
| 1Y | -9.6% | +140.3% | -149.9% | -41.0% |
| All | +150.0% | +281.1% | -131.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling