-44.5%
TOST vs ES
+4.9%
-49.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.9% |
| 30D | +16.2% | +7.6% | +8.6% | +13.1% |
| 3M | -1.5% | +0.5% | -2.0% | -1.8% |
| 6M | +55.3% | +7.6% | +47.7% | +50.6% |
| YTD | -2.3% | +10.2% | -12.6% | -6.9% |
| 1Y | -5.5% | +1.8% | -7.4% | -7.3% |
| 3Y | +151.1% | +55.4% | +95.7% | +91.5% |
| 5Y | -27.9% | +7.3% | -35.3% | -34.0% |
| All | -44.5% | +4.9% | -49.5% | -49.7% |
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