-46.4%
TOST vs CI
+59.0%
-105.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -4.7% | -1.7% | -2.9% | -4.4% |
| 30D | +8.5% | +4.9% | +3.7% | +7.8% |
| 3M | -1.6% | +7.4% | -9.0% | -2.6% |
| 6M | +44.1% | +0.4% | +43.7% | +43.8% |
| YTD | -5.6% | +9.5% | -15.1% | -7.3% |
| 1Y | -12.6% | +12.0% | -24.5% | -14.5% |
| 3Y | +137.6% | +7.1% | +130.5% | +128.8% |
| 5Y | -30.4% | +49.3% | -79.7% | -43.6% |
| All | -46.4% | +59.0% | -105.4% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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