-44.5%
TOST vs ES
+2.2%
-46.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.3% |
| 7D | +9.4% | +1.9% | +7.6% | +8.7% |
| 30D | +13.5% | +7.1% | +6.4% | +10.7% |
| 3M | -0.1% | -1.9% | +1.8% | +0.4% |
| 6M | +22.5% | +4.4% | +18.1% | +20.0% |
| YTD | -2.4% | +7.3% | -9.7% | -6.0% |
| 1Y | -4.7% | +2.1% | -6.8% | -6.8% |
| 3Y | +103.2% | +41.8% | +61.4% | +62.9% |
| 5Y | -41.2% | +1.4% | -42.7% | -45.1% |
| All | -44.5% | +2.2% | -46.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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