-9.6%
TOST vs EAT
+88.8%
-98.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +3.0% | -5.9% | +8.9% | +3.9% |
| 30D | +10.3% | +0.7% | +9.6% | +10.0% |
| 3M | -3.3% | -14.2% | +11.0% | -1.4% |
| 6M | +37.8% | +40.7% | -2.9% | +30.4% |
| YTD | -2.8% | +36.0% | -38.8% | -6.6% |
| 1Y | -9.6% | +83.1% | -92.6% | -11.0% |
| All | -9.6% | +88.8% | -98.4% | -11.0% |
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