+92.4%
EWY vs TOST
-46.7%
+139.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -6.3% | +4.0% | -10.3% | -6.8% |
| 30D | -19.8% | +11.1% | -30.9% | -21.0% |
| 3M | -14.4% | +0.8% | -15.3% | -14.8% |
| 6M | -25.3% | +38.8% | -64.1% | -29.1% |
| YTD | +46.2% | -2.1% | +48.2% | +44.4% |
| 1Y | +58.3% | -6.0% | +64.3% | +57.3% |
| 3Y | +155.0% | +149.8% | +5.2% | +112.5% |
| 5Y | +99.5% | -42.8% | +142.2% | +81.5% |
| All | +92.4% | -46.7% | +139.2% | +76.0% |
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