-40.4%
TOST vs ES
+5.0%
-45.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | +11.6% | +5.9% | +5.7% | +9.3% |
| 30D | +16.2% | +10.2% | +6.0% | +12.1% |
| 3M | +1.0% | +0.4% | +0.6% | +0.8% |
| 6M | +23.2% | +6.9% | +16.3% | +19.7% |
| YTD | -1.0% | +10.5% | -11.5% | -5.7% |
| 1Y | -9.9% | +3.2% | -13.1% | -12.1% |
| 3Y | +101.0% | +49.0% | +52.0% | +57.2% |
| 5Y | -40.4% | +4.5% | -44.9% | -47.4% |
| All | -40.4% | +5.0% | -45.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling