-45.4%
TOST vs ESI
+74.4%
-119.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -3.3% |
| 7D | -3.6% | +1.8% | -5.4% | -4.9% |
| 30D | +8.9% | -6.6% | +15.5% | +11.4% |
| 3M | -2.2% | -9.4% | +7.1% | +0.5% |
| 6M | +41.0% | -24.1% | +65.1% | +55.5% |
| YTD | -4.0% | +37.1% | -41.1% | -35.6% |
| 1Y | -9.6% | +24.5% | -34.1% | -34.7% |
| 3Y | +141.7% | +83.2% | +58.5% | +13.6% |
| 5Y | -29.5% | +44.0% | -73.4% | -59.5% |
| All | -45.4% | +74.4% | -119.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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