+56.7%
TOST vs ESI
+79.8%
-23.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.9% |
| 7D | -3.4% | +3.3% | -6.7% | -4.5% |
| 30D | -2.4% | -5.9% | +3.4% | -0.7% |
| 3M | +34.6% | -14.1% | +48.7% | +38.8% |
| 6M | +15.2% | +6.6% | +8.6% | +4.0% |
| YTD | -4.4% | +45.0% | -49.4% | -28.9% |
| 1Y | -17.4% | +41.5% | -58.9% | -37.9% |
| All | +56.7% | +79.8% | -23.1% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling