-45.7%
TOST vs ESI
+84.4%
-130.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -1.6% |
| 7D | -3.4% | +3.3% | -6.7% | -5.3% |
| 30D | -2.4% | -5.9% | +3.4% | +0.4% |
| 3M | +34.6% | -14.1% | +48.7% | +41.5% |
| 6M | +15.2% | +6.6% | +8.6% | -0.6% |
| YTD | -4.4% | +45.0% | -49.4% | -36.4% |
| 1Y | -17.4% | +41.5% | -58.9% | -44.5% |
| 3Y | +54.5% | +78.8% | -24.3% | -22.1% |
| All | -45.7% | +84.4% | -130.1% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling