-4.7%
TOST vs ES
+1.8%
-6.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +9.4% | +1.9% | +7.6% | +9.3% |
| 30D | +13.5% | +7.1% | +6.4% | +13.1% |
| 3M | -0.1% | -1.9% | +1.8% | -0.2% |
| 6M | +22.5% | +4.4% | +18.1% | +22.8% |
| YTD | -2.4% | +7.3% | -9.7% | -2.8% |
| 1Y | -4.7% | +2.1% | -6.8% | -4.5% |
| All | -4.7% | +1.8% | -6.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling