+8.1%
EWZ vs TOST
+2.2%
+5.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.8% | +1.5% |
| 7D | -4.1% | +10.7% | -14.8% | -4.4% |
| 30D | -25.0% | +17.7% | -42.7% | -25.2% |
| 3M | -10.6% | +4.6% | -15.3% | -10.7% |
| 6M | -16.6% | +20.3% | -36.9% | -17.1% |
| YTD | +2.5% | -0.4% | +2.9% | +2.5% |
| 1Y | +8.1% | -0.8% | +8.8% | +7.9% |
| All | +8.1% | +2.2% | +5.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling