-27.7%
TOST vs CI
+49.5%
-77.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | 0.0% | +1.2% | -1.1% | -0.2% |
| 30D | +16.2% | +2.6% | +13.6% | +15.8% |
| 3M | -1.5% | +7.4% | -9.0% | -2.5% |
| 6M | +55.3% | -0.1% | +55.4% | +55.1% |
| YTD | -2.3% | +9.7% | -12.1% | -4.2% |
| 1Y | -5.5% | +12.1% | -17.7% | -7.7% |
| 3Y | +151.1% | +7.0% | +144.1% | +141.8% |
| All | -27.7% | +49.5% | -77.2% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling