-45.7%
TOST vs CI
+50.8%
-96.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -2.4% | +4.4% | -6.9% | -3.1% |
| 3M | +34.6% | +0.7% | +34.0% | +34.3% |
| 6M | +15.2% | +0.3% | +14.9% | +14.7% |
| YTD | -4.4% | +3.8% | -8.2% | -5.4% |
| 1Y | -17.4% | -5.5% | -11.9% | -17.2% |
| 3Y | +54.5% | +8.1% | +46.3% | +47.1% |
| All | -45.7% | +50.8% | -96.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling