+51.5%
EEM vs TOST
-48.0%
+99.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +2.3% | -3.4% | +5.7% | +2.7% |
| 30D | +4.5% | -2.4% | +7.0% | +4.7% |
| 3M | -0.1% | +34.6% | -34.7% | -3.6% |
| 6M | +16.9% | +15.2% | +1.7% | +14.4% |
| YTD | +26.2% | -4.4% | +30.6% | +25.7% |
| 1Y | +40.5% | -17.4% | +57.9% | +42.0% |
| 3Y | +86.2% | +54.5% | +31.7% | +70.2% |
| All | +51.5% | -48.0% | +99.5% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling