-43.8%
TOST vs CI
+61.8%
-105.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +11.6% | +1.0% | +10.6% | +11.4% |
| 30D | +16.2% | +9.9% | +6.4% | +14.6% |
| 3M | +1.0% | +12.1% | -11.0% | -0.6% |
| 6M | +23.2% | +10.6% | +12.6% | +21.0% |
| YTD | -1.0% | +11.4% | -12.4% | -3.1% |
| 1Y | -9.9% | +18.8% | -28.7% | -12.8% |
| 3Y | +101.0% | +2.9% | +98.2% | +96.4% |
| 5Y | -40.4% | +54.5% | -94.9% | -52.0% |
| All | -43.8% | +61.8% | -105.6% | -56.0% |
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 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