+29.8%
EEM vs TOST
-38.4%
+68.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | -2.8% | +9.4% | -12.2% | -3.8% |
| 30D | -11.9% | +13.5% | -25.4% | -13.3% |
| 3M | -8.8% | -0.1% | -8.6% | -8.9% |
| 6M | -11.6% | +22.5% | -34.1% | -14.3% |
| YTD | +9.0% | -2.4% | +11.4% | +8.1% |
| 1Y | +10.6% | -4.7% | +15.3% | +9.9% |
| 3Y | +64.4% | +103.2% | -38.9% | +44.9% |
| All | +29.8% | -38.4% | +68.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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