-6.6%
EEM vs TOST
+41.9%
-48.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.4% |
| 7D | +5.3% | -4.7% | +10.0% | +5.4% |
| 30D | -7.0% | +8.5% | -15.5% | -7.0% |
| 3M | -8.0% | -1.6% | -6.4% | -8.1% |
| 6M | -6.6% | +44.1% | -50.7% | -9.2% |
| All | -6.6% | +41.9% | -48.5% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling