+40.2%
EWZ vs TOST
-46.1%
+86.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -4.2% | +11.6% | -15.8% | -5.2% |
| 30D | -26.1% | +16.2% | -42.4% | -27.3% |
| 3M | -12.0% | +1.0% | -13.1% | -12.3% |
| 6M | -19.3% | +23.2% | -42.5% | -21.3% |
| YTD | +0.9% | -1.0% | +1.9% | +0.2% |
| 1Y | +3.4% | -9.9% | +13.3% | +3.5% |
| 3Y | +18.6% | +101.0% | -82.4% | +6.7% |
| 5Y | +56.6% | -40.4% | +97.0% | +46.7% |
| All | +40.2% | -46.1% | +86.3% | +31.7% |
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 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