+4.3%
EWZ vs TOST
-11.1%
+15.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -1.5% | +9.4% | -10.9% | -1.6% |
| 30D | -24.5% | +13.5% | -38.0% | -24.6% |
| 3M | -10.7% | -0.1% | -10.6% | -10.7% |
| 6M | -19.1% | +22.5% | -41.6% | -19.3% |
| YTD | +1.6% | -2.4% | +4.0% | +0.4% |
| 1Y | +4.3% | -4.7% | +9.0% | +3.1% |
| All | +4.3% | -11.1% | +15.4% | +3.1% |
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 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