+164.3%
EWY vs TOST
-20.0%
+184.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -3.4% | +8.2% | +4.7% |
| 30D | +11.7% | -2.4% | +14.1% | +11.6% |
| 3M | -7.4% | +34.6% | -42.0% | -7.3% |
| 6M | +40.6% | +15.2% | +25.4% | +39.8% |
| YTD | +94.3% | -4.4% | +98.7% | +95.6% |
| 1Y | +164.3% | -17.4% | +181.7% | +164.2% |
| All | +164.3% | -20.0% | +184.3% | +164.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling