+67.1%
EWZ vs TOST
-48.0%
+115.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -3.4% | +9.9% | +6.9% |
| 30D | +4.8% | -2.4% | +7.3% | +5.1% |
| 3M | +9.9% | +34.6% | -24.7% | +6.5% |
| 6M | +1.9% | +15.2% | -13.3% | 0.0% |
| YTD | +20.3% | -4.4% | +24.7% | +19.9% |
| 1Y | +35.6% | -17.4% | +53.0% | +37.0% |
| 3Y | +43.4% | +54.5% | -11.0% | +32.5% |
| All | +67.1% | -48.0% | +115.1% | +57.7% |
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