-44.4%
TOST vs ESI
+68.8%
-113.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -2.4% |
| 7D | +4.0% | -3.5% | +7.5% | +5.4% |
| 30D | +11.1% | -9.3% | +20.3% | +15.4% |
| 3M | +0.8% | -12.8% | +13.6% | +5.9% |
| 6M | +38.8% | -24.6% | +63.4% | +53.0% |
| YTD | -2.1% | +32.7% | -34.8% | -33.1% |
| 1Y | -6.0% | +20.3% | -26.3% | -30.8% |
| 3Y | +149.8% | +80.2% | +69.6% | +17.7% |
| 5Y | -42.8% | +40.0% | -82.7% | -66.6% |
| All | -44.4% | +68.8% | -113.1% | -69.5% |
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