+100.2%
EWY vs TOST
-47.7%
+147.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.4% |
| 7D | -2.8% | -3.6% | +0.8% | -2.4% |
| 30D | -13.1% | +8.9% | -22.0% | -14.2% |
| 3M | -11.6% | -2.2% | -9.4% | -11.6% |
| 6M | -23.4% | +41.0% | -64.3% | -27.4% |
| YTD | +52.0% | -4.0% | +56.0% | +50.6% |
| 1Y | +58.6% | -9.6% | +68.2% | +58.4% |
| 3Y | +163.3% | +141.7% | +21.6% | +120.4% |
| 5Y | +108.7% | -29.5% | +138.2% | +86.0% |
| All | +100.2% | -47.7% | +147.9% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling