-44.8%
TOST vs EAT
+298.2%
-343.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.1% |
| 7D | +3.0% | -5.9% | +8.9% | +5.7% |
| 30D | +10.3% | +0.7% | +9.6% | +8.9% |
| 3M | -3.3% | -14.2% | +11.0% | +1.7% |
| 6M | +37.8% | +40.7% | -2.9% | +13.7% |
| YTD | -2.8% | +36.0% | -38.8% | -20.6% |
| 1Y | -9.6% | +83.1% | -92.6% | -37.6% |
| 3Y | +144.6% | +474.8% | -330.2% | -23.1% |
| 5Y | -31.0% | +347.6% | -378.6% | -78.8% |
| All | -44.8% | +298.2% | -343.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling