+57.8%
EWZ vs TOST
-38.4%
+96.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -1.5% | +9.4% | -10.9% | -2.4% |
| 30D | -24.5% | +13.5% | -38.0% | -25.5% |
| 3M | -10.7% | -0.1% | -10.6% | -10.8% |
| 6M | -19.1% | +22.5% | -41.6% | -21.1% |
| YTD | +1.6% | -2.4% | +4.0% | +1.0% |
| 1Y | +4.3% | -4.7% | +9.0% | +3.8% |
| 3Y | +19.0% | +103.2% | -84.3% | +6.8% |
| All | +57.8% | -38.4% | +96.3% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling