+103.2%
TOST vs ESI
+67.9%
+35.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +9.4% | -8.5% | +18.0% | +11.9% |
| 30D | +13.5% | -15.7% | +29.1% | +18.4% |
| 3M | -0.1% | -18.2% | +18.1% | +4.7% |
| 6M | +22.5% | -28.8% | +51.3% | +31.6% |
| YTD | -2.4% | +26.3% | -28.6% | -24.3% |
| 1Y | -4.7% | +18.2% | -22.9% | -23.4% |
| 3Y | +103.2% | +68.1% | +35.1% | +12.6% |
| All | +103.2% | +67.9% | +35.3% | +12.6% |
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 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