+155.8%
EWY vs TOST
-48.0%
+203.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -3.4% | +8.2% | +5.3% |
| 30D | +11.7% | -2.4% | +14.1% | +11.9% |
| 3M | -7.4% | +34.6% | -42.0% | -11.5% |
| 6M | +40.6% | +15.2% | +25.4% | +36.5% |
| YTD | +94.3% | -4.4% | +98.7% | +93.0% |
| 1Y | +164.3% | -17.4% | +181.7% | +167.5% |
| 3Y | +221.0% | +54.5% | +166.5% | +186.2% |
| All | +155.8% | -48.0% | +203.8% | +135.2% |
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 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