+157.0%
EWY vs TOST
+146.3%
+10.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.1% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -10.7% | +16.2% | -26.8% | -12.1% |
| 3M | -20.1% | -1.5% | -18.5% | -20.1% |
| 6M | -24.3% | +55.3% | -79.6% | -28.6% |
| YTD | +46.9% | -2.3% | +49.2% | +46.2% |
| 1Y | +55.2% | -5.5% | +60.7% | +55.2% |
| 3Y | +157.0% | +151.1% | +5.8% | +100.1% |
| All | +157.0% | +146.3% | +10.7% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling