+146.9%
TOST vs EAT
+483.7%
-336.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.1% |
| 7D | -3.6% | -8.9% | +5.4% | -0.9% |
| 30D | +8.9% | +3.4% | +5.5% | +7.2% |
| 3M | -2.2% | -9.3% | +7.1% | -0.4% |
| 6M | +41.0% | +43.8% | -2.8% | +22.9% |
| YTD | -4.0% | +39.9% | -43.8% | -16.9% |
| 1Y | -9.6% | +89.7% | -99.3% | -31.1% |
| All | +146.9% | +483.7% | -336.8% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling