-31.0%
TOST vs ESI
+39.6%
-70.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +3.0% | -6.6% | +9.6% | +6.2% |
| 30D | +10.3% | -9.8% | +20.1% | +15.0% |
| 3M | -3.3% | -11.9% | +8.7% | +1.0% |
| 6M | +37.8% | -25.1% | +62.9% | +52.5% |
| YTD | -2.8% | +31.9% | -34.7% | -33.9% |
| 1Y | -9.6% | +19.2% | -28.8% | -33.4% |
| 3Y | +144.6% | +76.2% | +68.5% | +14.7% |
| 5Y | -31.0% | +39.4% | -70.4% | -55.4% |
| All | -31.0% | +39.6% | -70.5% | -55.4% |
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