-9.6%
TOST vs EAT
+89.0%
-98.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.6% |
| 7D | -3.6% | -8.9% | +5.4% | -2.2% |
| 30D | +8.9% | +3.4% | +5.5% | +8.1% |
| 3M | -2.2% | -9.3% | +7.1% | -1.2% |
| 6M | +41.0% | +43.8% | -2.8% | +32.9% |
| YTD | -4.0% | +39.9% | -43.8% | -8.1% |
| 1Y | -9.6% | +89.7% | -99.3% | -10.0% |
| All | -9.6% | +89.0% | -98.6% | -10.0% |
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