+85.5%
EWY vs TOST
-46.9%
+132.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.3% |
| 7D | -10.4% | +9.4% | -19.8% | -11.5% |
| 30D | -25.4% | +13.5% | -38.9% | -26.8% |
| 3M | -16.5% | -0.1% | -16.4% | -16.8% |
| 6M | -24.7% | +22.5% | -47.2% | -27.6% |
| YTD | +40.9% | -2.4% | +43.3% | +39.3% |
| 1Y | +49.8% | -4.7% | +54.5% | +48.5% |
| 3Y | +134.8% | +103.2% | +31.6% | +101.3% |
| 5Y | +91.4% | -41.2% | +132.7% | +73.6% |
| All | +85.5% | -46.9% | +132.4% | +69.8% |
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