-43.8%
TOST vs ESI
+57.5%
-101.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | +3.7% |
| 7D | +11.6% | -13.1% | +24.7% | +19.7% |
| 30D | +16.2% | -18.5% | +34.7% | +28.1% |
| 3M | +1.0% | -19.6% | +20.6% | +10.9% |
| 6M | +23.2% | -29.8% | +53.0% | +40.2% |
| YTD | -1.0% | +23.9% | -24.9% | -29.7% |
| 1Y | -9.9% | +15.0% | -24.9% | -32.4% |
| 3Y | +101.0% | +64.3% | +36.7% | +0.5% |
| 5Y | -40.4% | +26.3% | -66.8% | -63.4% |
| All | -43.8% | +57.5% | -101.3% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling