-5.5%
TOST vs EAT
+75.7%
-81.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | 0.0% | -4.0% | +4.0% | +0.6% |
| 30D | +16.2% | -2.9% | +19.1% | +16.6% |
| 3M | -1.5% | -16.9% | +15.3% | +1.0% |
| 6M | +55.3% | +57.0% | -1.6% | +44.6% |
| YTD | -2.3% | +38.2% | -40.5% | -6.3% |
| 1Y | -5.5% | +69.3% | -74.8% | -6.5% |
| All | -5.5% | +75.7% | -81.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling